61 citations · 259 across the 17 of their papers we have counts for
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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…
math.ST2017
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…
math.ST2017
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…