4 citations · 4 across the 1 of their papers we have counts for
3 papers
math.ST2017
Weak convergence of the weighted empirical beta copula process
Betina Berghaus, Johan Segers
The empirical copula has proved to be useful in the construction and understanding of many statistical procedures related to dependence within random vectors. The empirical beta co…
math.ST2016
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
Betina Berghaus, Axel Bücher
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected clust…
math.ST2014★ 4 cited
Weak convergence of the empirical copula process with respect to weighted metrics
Axel Bücher, Betina Berghaus, Stanislav Volgushev
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results r…