Axel Bücher
Axel Bücher
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Empirical and sequential empirical copula processes under serial dependence
A Bücher, S Volgushev
Journal of Multivariate Analysis 119, 61-70, 2013
A note on bootstrap approximations for the empirical copula process
A Bücher, H Dette
Statistics & probability letters 80 (23-24), 1925-1932, 2010
New estimators of the Pickands dependence function and a test for extreme-value dependence
A Bücher, H Dette, S Volgushev
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
A Bücher, I Kojadinovic
On the maximum likelihood estimator for the generalized extreme-value distribution
A Bücher, J Segers
Extremes 20, 839-872, 2017
Detecting changes in cross-sectional dependence in multivariate time series
A Bücher, I Kojadinovic, T Rohmer, J Segers
Journal of Multivariate Analysis 132, 111-128, 2014
When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi-and hypographs
A Bücher, J Segers, S Volgushev
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
A Bücher, I Kojadinovic
Journal of Theoretical Probability 32 (3), 1145-1165, 2019
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
A Bücher, M Ruppert
Journal of Multivariate Analysis 116, 208-229, 2013
Extreme value copula estimation based on block maxima of a multivariate stationary time series
A Bücher, J Segers
Extremes 17, 495-528, 2014
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
B Berghaus, A Bücher
A horse race between the block maxima method and the peak–over–threshold approach
A Bücher, C Zhou
Statistical Science 36 (3), 360-378, 2021
Weak convergence of the empirical copula process with respect to weighted metrics
B Berghaus, A Bücher, S Volgushev
Bernoulli 23 (1), 743-772, 2017
Nonparametric tests for constant tail dependence with an application to energy and finance
A Bücher, S Jäschke, D Wied
Journal of Econometrics 187 (1), 154-168, 2015
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
A Bücher, J Segers
A note on weak convergence of the sequential multivariate empirical process under strong mixing
A Bücher
Journal of Theoretical Probability 28, 1028-1037, 2015
Multiplier bootstrap of tail copulas with applications
A Bücher, H Dette
Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
B Berghaus, A Bücher, H Dette
Journal de la Société Française de Statistique 154 (1), 116-137, 2013
A test for Archimedeanity in bivariate copula models
A Bücher, H Dette, S Volgushev
Journal of Multivariate Analysis 110, 121-132, 2012
Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
A Bücher, JD Fermanian, I Kojadinovic
Journal of Time Series Analysis 40 (1), 124-150, 2019
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