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20112026
most citedDetecting changes in cross-sectional dependence in multivariate time series

61 citations · 259 across the 17 of their papers we have counts for

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6 papers · 1 filter

stat.ME2026

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…

stat.ME2026

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…

stat.ME2023★ 1 cited

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…

stat.ME2017

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…

stat.ME2014

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…

stat.ME2014★ 3 cited

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…