Axel Bücher
- A horse racing between the block maxima method and the peak-over-threshold approach
2018/07/01 by Axel Bücher, Chen Zhou, Bücher, Axel +1 · 5 citations
Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Statistical Distribution Estimation and Applications
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
2020/02/14 by Axel Bücher, Bücher, Axel, Holger Dette +3 · 3 citations
Environmental Science · Mathematics · #62G08 #62M10 #Environmental Impact and Sustainability #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Point processes and geometric inequalities #Statistics Theory (math.ST)
- Empirical and sequential empirical copula processes under serial\n dependence
2011/11/11 by Axel Bücher, Bücher, Axel, Stanislav Volgushev +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Inference for heavy tailed stationary time series based on sliding\n blocks
2017/06/06 by Axel Bücher, Bücher, Axel, Johan Segers +1 · 1 citation
Economics, Econometrics and Finance · #62G32 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Statistics Theory (math.ST)
- Statistics for Heteroscedastic Time Series Extremes
2022/04/20 by Axel Bücher, Tobias Jennessen, Bücher, Axel +1 · 1 citation
Economics, Econometrics and Finance · #62G20 #62M10 #FOS: Mathematics #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Primary 62G32 #Statistics Theory (math.ST) #secondary 60F17
- Detecting deviations from second-order stationarity in locally\n stationary functional time series
2018/08/13 by Axel Bücher, Bücher, Axel, Holger Dette +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
- On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method
2018/08/31 by Axel Bücher, Stanislav Volgushev, Bücher, Axel +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Statistical Methods and Inference #Statistics Theory (math.ST)
- On the maximal correlation coefficient for the bivariate Marshall Olkin distribution
2024/09/13 by Axel Bücher, Bücher, Axel, Torben Staud +1 · 1 citation
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability and Risk Models #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
- Evidence Synthesis in Probabilistic Extreme Event Attribution: From Attribution Measures to Model Parameters
2026/07/21 by Erik Haufs, Axel Bücher, Jonas Schröter
#stat.ME #stat.AP
- Copulas for Geostatistical Data: Foundations, Modeling Principles and Statistical Inference
2026/07/25 by Axel Bücher, Nadja Klein
#stat.ME