61 citations · 259 across the 17 of their papers we have counts for
27 papers
Simultaneous Change-Point Inference for High-Dimensional Functional Time Series
Axel Bücher, Colin Decker
We develop a framework for simultaneous change-point inference of high-dimensional functional time series. The observations are modeled as temporally dependent vectors whose coordi…
Evidence Synthesis in Probabilistic Extreme Event Attribution: From Attribution Measures to Model Parameters
Erik Haufs, Axel Bücher, Jonas Schröter
Probabilistic extreme event attribution aims to quantify how anthropogenic climate change has altered the likelihood or intensity of a class of extreme events. Existing studies com…
Copulas for Geostatistical Data: Foundations, Modeling Principles and Statistical Inference
Axel Bücher, Nadja Klein
Spatial statistics commonly describes spatial dependence through second-order quantities such as covariance functions and variograms, often within Gaussian random-field models and…
The empirical copula process in high dimensions: Stute's representation and applications
Axel Bücher, Cambyse Pakzad
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in…
Limit theorems for non-degenerate U-statistics of block maxima for time series
Axel Bücher, Torben Staud
The block maxima method is a classical and widely applied statistical method for time series extremes. It has recently been found that respective estimators whose asymptotics are d…
Regional Pooling in Extreme Event Attribution Studies: an Approach Based on Multiple Statistical Testing
Leandra Zanger, Axel Bücher, Frank Kreienkamp +2
Statistical methods are proposed to select homogeneous locations when analyzing spatial block maxima data, such as in extreme event attribution studies. The methods are based on cl…
Testing for independence in high dimensions based on empirical copulas
Axel Bücher, Cambyse Pakzad
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the re…
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
Axel Bücher, Jean-David Fermanian, Ivan Kojadinovic
We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in…
Inference for heavy tailed stationary time series based on sliding blocks
Axel Bücher, Johan Segers
The block maxima method in extreme value theory consists of fitting an extreme value distribution to a sample of block maxima extracted from a time series. Traditionally, the maxim…
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
Axel Bücher, Ivan Kojadinovic
The consistency of a bootstrap or resampling scheme is classically validated by weak convergence of conditional laws. However, when working with stochastic processes in the space o…
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…
On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Axel Bücher, Johan Segers
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite clai…
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Axel Bücher, Johan Segers
The block maxima method in extreme-value analysis proceeds by fitting an extreme-value distribution to a sample of block maxima extracted from an observed stretch of a time series.…
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
Axel Bücher, Michael Hoffmann, Mathias Vetter +1
This paper is concerned with tests for changes in the jump behaviour of a time-continuous process. Based on results on weak convergence of a sequential empirical tail integral proc…
Dependent multiplier bootstraps for non-degenerate -statistics under mixing conditions with applications
Axel Bücher, Ivan Kojadinovic
The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate -statistics is established under mixing conditions. The resampling sc…
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…
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
Axel Bücher, Ivan Kojadinovic
An overview of existing nonparametric tests of extreme-value dependence is presented. Given an i.i.d.\ sample of random vectors from a continuous distribution, such tests aim at as…
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…
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
Axel Bücher, Ivan Kojadinovic
Two key ingredients to carry out inference on the copula of multivariate observations are the empirical copula process and an appropriate resampling scheme for the latter. Among th…
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…
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
Axel Bücher, Martin Ruppert
Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are co…
Detecting changes in cross-sectional dependence in multivariate time series
Axel Bücher, Ivan Kojadinovic, Tom Rohmer +1
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional d…
Nonparametric inference on Lévy measures and copulas
Axel Bücher, Mathias Vetter
In this paper nonparametric methods to assess the multivariate Lévy measure are introduced. Starting from high-frequency observations of a Lévy process , we construct e…
Empirical and sequential empirical copula processes under serial dependence
Axel Bücher, Stanislav Volgushev
The empirical copula process plays a central role for statistical inference on copulas. Recently, Segers (2011) investigated the asymptotic behavior of this process under non-restr…