5 citations · 6 across the 4 of their papers we have counts for
7 papers
Statistics for Heteroscedastic Time Series Extremes
Axel Bücher, Tobias Jennessen
Einmahl, de Haan and Zhou (2016, Journal of the Royal Statistical Society: Series B, 78(1), 31-51) recently introduced a stochastic model that allows for heteroscedasticity of extr…
On the Disjoint and Sliding Block Maxima method for piecewise stationary time series
Axel Bücher, Leandra Zanger
Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently be…
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
Axel Bücher, Holger Dette, Florian Heinrichs
Classical change point analysis aims at (1) detecting abrupt changes in the mean of a possibly non-stationary time series and at (2) identifying regions where the mean exhibits a p…
Method of moments estimators for the extremal index of a stationary time series
Axel Bücher, Tobias Jennessen
The extremal index , a number in the interval , is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estim…
Multiple block sizes and overlapping blocks for multivariate time series extremes
Nan Zou, Stanislav Volgushev, Axel Bücher
Block maxima methods constitute a fundamental part of the statistical toolbox in extreme value analysis. However, most of the corresponding theory is derived under the simplifying…
A horse racing between the block maxima method and the peak-over-threshold approach
Axel Bücher, Chen Zhou
Classical extreme value statistics consists of two fundamental approaches: the block maxima (BM) method and the peak-over-threshold (POT) approach. It seems to be general consensus…