242 citations · 778 across the 62 of their papers we have counts for
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math.ST2013
Extreme value copula estimation based on block maxima of a multivariate stationary time series
Axel Bücher, Johan Segers
The core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic…
math.ST2013★ 28 cited
When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs
Axel Bücher, Johan Segers, Stanislav Volgushev
In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak conv…