Axel Bücher

Publication Activity (10 Years)

Years Active: 2010-2019
Publications (10 Years): 1

Top Topics

Cross Sectional

Multivariate Time Series

Thresholding Method

Top Venues

J. Multivar. Anal.

Publications

Axel Bücher, Stanislav Volgushev, Nan Zou
On second order conditions in the multivariate block maxima and peak over threshold method. J. Multivar. Anal. 173 (2019)
Axel Bücher, Ivan Kojadinovic, Tom Rohmer, Johan Segers
Detecting changes in cross-sectional dependence in multivariate time series. J. Multivar. Anal. 132 (2014)
Axel Bücher, Martin Ruppert
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique. J. Multivar. Anal. 116 (2013)
Axel Bücher, Stanislav Volgushev
Empirical and sequential empirical copula processes under serial dependence. J. Multivar. Anal. 119 (2013)
Axel Bücher, Holger Dette, Stanislav Volgushev
A test for Archimedeanity in bivariate copula models. J. Multivar. Anal. 110 (2012)
Axel Bücher, Holger Dette, Gabriele Wieczorek
Testing model assumptions in functional regression models. J. Multivar. Anal. 102 (10) (2011)
Axel Bücher, Holger Dette
-distances. J. Multivar. Anal. 101 (3) (2010)