117 results on '"Bücher, Axel"'
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2. Bootstrapping Estimators based on the Block Maxima Method
3. The empirical copula process in high dimensions: Stute's representation and applications
4. Limit theorems for non-degenerate U-statistics of block maxima for time series
5. Regional Pooling in Extreme Event Attribution Studies: an Approach Based on Multiple Statistical Testing
6. Statistics for Heteroscedastic Time Series Extremes
7. Testing for independence in high dimensions based on empirical copulas
8. On the Disjoint and Sliding Block Maxima method for piecewise stationary time series
9. Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
10. A Portmanteau-type test for detecting serial correlation in locally stationary functional time series
11. Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
12. Method of moments estimators for the extremal index of a stationary time series
13. Multiple block sizes and overlapping blocks for multivariate time series extremes
14. On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method
15. Detecting deviations from second-order stationarity in locally stationary functional time series
16. A horse racing between the block maxima method and the peak-over-threshold approach
17. Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
18. Inference for heavy tailed stationary time series based on sliding blocks
19. A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
20. Detecting departures from meta-ellipticity for multivariate stationary time series
21. Weak convergence of a pseudo maximum likelihood estimator for the extremal index
22. On the maximum likelihood estimator for the Generalized Extreme-Value distribution
23. Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series
24. Detecting breaks in the dependence of multivariate extreme-value distributions
25. Dependent multiplier bootstraps for non-degenerate $U$-statistics under mixing conditions with applications
26. Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
27. Weak convergence of the empirical copula process with respect to weighted metrics
28. An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
29. Extreme value copula estimation based on block maxima of a multivariate stationary time series
30. WEAK CONVERGENCE OF A PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR FOR THE EXTREMAL INDEX
31. A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
32. When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs
33. A note on weak convergence of the sequential multivariate empirical process under strong mixing
34. On second order conditions in the multivariate block maxima and peak over threshold method
35. Detecting changes in cross-sectional dependence in multivariate time series
36. Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
37. Nonparametric inference on L\'evy measures and copulas
38. Empirical and sequential empirical copula processes under serial dependence
39. A test for Archimedeanity in bivariate copula models
40. New estimators of the Pickands dependence function and a test for extreme-value dependence
41. Multiplier bootstrap of tail copulas with applications
42. Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
43. Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
44. Weak convergence of the empirical copula process with respect to weighted metrics
45. A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
46. Detecting changes in cross-sectional dependence in multivariate time series
47. WHEN UNIFORM WEAK CONVERGENCE FAILS: EMPIRICAL PROCESSES FOR DEPENDENCE FUNCTIONS AND RESIDUALS VIA EPI- AND HYPOGRAPHS
48. Multiplier bootstrap of tail copulas with applications
49. Empirical and sequential empirical copula processes under serial dependence
50. Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
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