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