The following pages link to Axel Bücher (Q265277):
Displaying 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- (Q366988) (redirect page) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
- (Q443782) (redirect page) (← links)
- A test for Archimedeanity in bivariate copula models (Q443784) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- (Q488111) (redirect page) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Weak convergence of the empirical copula process with respect to weighted metrics (Q502904) (← links)
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- Testing model assumptions in functional regression models (Q634563) (← links)
- New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances (Q847427) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- A note on nonparametric estimation of bivariate tail dependence (Q2247935) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series (Q2405224) (← links)
- Multiplier bootstrap of tail copulas with applications (Q2435217) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- (Q5262085) (← links)
- (Q5272732) (← links)
- Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220) (← links)
- Single-Index Quantile Regression Models for Censored Data (Q5870996) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing (Q6191614) (← links)
- Testing for independence in high dimensions based on empirical copulas (Q6192330) (← links)
