27 Treffer für Ort = "Dortmund"

• Are deviations in a gradually varying mean relevant? a testing approach based on sup-norm estimators Bücher, Axel ; Dette, Holger ; Heinrichs, Florian Dortmund : Universitätsbibliothek Dortmund, [February 2020]

• Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series Bücher, Axel ; Fermanian, Jean-David ; Kojadinovic, Ivan Dortmund : Universitätsbibliothek Dortmund, September 13, 2017

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bücher, Axel ; Kojadinovic, Ivan [Dortmund] : SFB 823, 2013

• Detecting breaks in the dependence of multivariate extreme-value distributions Bücher, Axel ; Kinsvater, Paul ; Kojadinovic, Ivan Dortmund : Universitätsbibliothek Dortmund, April 23, 2015

• Detecting deviations from second-order stationarity in locally stationary functional time series Bücher, Axel ; Dette, Holger ; Heinrichs, Florian Dortmund : Universitätsbibliothek Dortmund, August 9, 2018

• Empirical and sequential empirical copula processes under serial dependence Bücher, Axel ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• Extreme value copula estimation based on block maxima of a multivariate stationary time series Bücher, Axel ; Segers, Johan [Dortmund] : SFB 823, November 13, 2013

• Goodness-of- fit tests for multivariate copula-based time series models Berghaus, Betina ; Bücher, Axel Dortmund : Universitätsbibliothek Dortmund, May 9, 2014

• Inference for heavy tailed stationary time series based on sliding blocks Bücher, Axel ; Segers, Johan Dortmund : Universitätsbibliothek Dortmund, [2017]

• Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series Bücher, Axel ; Segers, Johan Dortmund : Universitätsbibliothek Dortmund, November 24, 2015

• Minimum distance estimation of Pickands dependence function for multivariate distributions Berghaus, Betina ; Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, July 27, 2012

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, 2011

• Nonparametric inference on Lévy measures and copulas Bücher, Axel ; Vetter, Mathias [Dortmund] : SFB 823, May 2, 2012

• Nonparametric tests for constant tail dependence with an application to energy and finance Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik [Dortmund] : SFB 823, August 13, 2013

• Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process Bücher, Axel ; Hoffmann, Michael ; Vetter, Mathias ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, December 16, 2014

• Nonparametric tests for tail monotonicity Berghaus, Betina ; Bücher, Axel [Dortmund] : SFB 823, 2013

• A note on conditional versus joint unconditional weak convergence in bootstrap consistency results Bücher, Axel ; Kojadinovic, Ivan Dortmund : Universitätsbibliothek Dortmund, June 4, 2017

• A note on nonparametric estimation of bivariate tail dependence Bücher, Axel Dortmund : Universitätsbibliothek Dortmund, July 16, 2012

• A note on weak convergence of the sequential multivariate empirical process under strong mixing Bücher, Axel [Dortmund] : SFB 823, April 18, 2013

• On second order conditions in the multivariate block maxima and peak over threshold method Bücher, Axel ; Volgushev, Stanislav ; Zou, Nan Dortmund : Universitätsbibliothek Dortmund, [2018]