| Publication | Date of Publication | Type |
|---|
| A note on statistical tests for homogeneities in multivariate extreme value models for block maxima | 2024-10-28 | Paper |
| Limit theorems for non-degenerate U-statistics of block maxima for time series | 2024-08-30 | Paper |
| Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance | 2024-08-26 | Paper |
| Testing for independence in high dimensions based on empirical copulas | 2024-03-11 | Paper |
| Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation | 2024-02-09 | Paper |
| Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing | 2024-02-09 | Paper |
| Statistics for heteroscedastic time series extremes | 2024-01-16 | Paper |
| Limit theorems for non-degenerate U-statistics of block maxima for time series | 2023-08-26 | Paper |
| On the disjoint and sliding block maxima method for piecewise stationary time series | 2023-07-19 | Paper |
| Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks | 2023-07-13 | Paper |
| A portmanteau-type test for detecting serial correlation in locally stationary functional time series | 2023-07-06 | Paper |
| Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines | 2023-03-02 | Paper |
| Single-Index Quantile Regression Models for Censored Data | 2023-01-24 | Paper |
| Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution | 2022-05-16 | Paper |
| A horse race between the block maxima method and the peak-over-threshold approach | 2022-02-15 | Paper |
| Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators | 2022-02-07 | Paper |
| Detecting departures from meta-ellipticity for multivariate stationary time series | 2021-10-22 | Paper |
| Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis | 2021-06-01 | Paper |
| Multiple block sizes and overlapping blocks for multivariate time series extremes | 2021-03-11 | Paper |
| Method of moments estimators for the extremal index of a stationary time series | 2020-09-14 | Paper |
| Detecting deviations from second-order stationarity in locally stationary functional time series | 2020-07-20 | Paper |
| On second order conditions in the multivariate block maxima and peak over threshold method | 2019-10-01 | Paper |
| A note on conditional versus joint unconditional weak convergence in bootstrap consistency results | 2019-07-18 | Paper |
| Testing Asymmetry in Dependence with Copula-Coskewness | 2019-05-28 | Paper |
| Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series | 2019-03-05 | Paper |
| Weak convergence of a pseudo maximum likelihood estimator for the extremal index | 2018-10-24 | Paper |
| Weak convergence of a pseudo maximum likelihood estimator for the extremal index | 2018-10-01 | Paper |
| Detecting deviations from second-order stationarity in locally stationary functional time series | 2018-08-13 | Paper |
| Inference for heavy tailed stationary time series based on sliding blocks | 2018-04-25 | Paper |
| On the maximum likelihood estimator for the generalized extreme-value distribution | 2018-01-31 | Paper |
| Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series | 2017-09-21 | Paper |
| Detecting breaks in the dependence of multivariate extreme-value distributions | 2017-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5272732 | 2017-07-04 | Paper |
| GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS | 2017-05-16 | Paper |
| Weak convergence of the empirical copula process with respect to weighted metrics | 2017-01-11 | Paper |
| A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing | 2016-04-01 | Paper |
| Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications | 2015-12-28 | Paper |
| A note on weak convergence of the sequential multivariate empirical process under strong mixing | 2015-12-07 | Paper |
| Nonparametric tests for constant tail dependence with an application to energy and finance | 2015-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262085 | 2015-07-13 | Paper |
| Extreme value copula estimation based on block maxima of a multivariate stationary time series | 2015-01-23 | Paper |
| Detecting changes in cross-sectional dependence in multivariate time series | 2014-11-01 | Paper |
| When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs | 2014-10-17 | Paper |
| Detecting changes in cross-sectional dependence in multivariate time series | 2014-10-08 | Paper |
| A note on nonparametric estimation of bivariate tail dependence | 2014-06-30 | Paper |
| Nonparametric tests for tail monotonicity | 2014-06-04 | Paper |
| Multiplier bootstrap of tail copulas with applications | 2014-02-04 | Paper |
| Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique | 2014-01-10 | Paper |
| Empirical and sequential empirical copula processes under serial dependence | 2014-01-10 | Paper |
| Nonparametric inference on Lévy measures and copulas | 2013-09-25 | Paper |
| A test for Archimedeanity in bivariate copula models | 2012-08-13 | Paper |
| New estimators of the Pickands dependence function and a test for extreme-value dependence | 2011-12-08 | Paper |
| Testing model assumptions in functional regression models | 2011-08-16 | Paper |
| A note on bootstrap approximations for the empirical copula process | 2010-12-20 | Paper |
| Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances | 2010-02-12 | Paper |
| The empirical copula process in high dimensions: Stute's representation and applications | N/A | Paper |
