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Prof. Dr. Bücher works for Ruhr-Universität Bochum since 01.10.2023. Find more information here.

Short CV

Axel Bücher studied mathematics at Ruhr-Universität Bochum (2003 - 2008) and finished his degree "Doctor of Sciences" supervised by Prof. Holger Dette in 2011. Since then, he has worked on mathematical statistics, mostly on extreme value statistics and statistics for copulas. In 2013, he started working as a PI for a project on statistics for copulas within a collaborative research center funded by the German Science Foundation in Bochum. He was a postdoctoral researcher hosted by Johan Segers at Université de catholique de Louvain, Belgium, in 2013, and worked as an interim professor at Heidelberg and Dortmund in 2014 and 2015/16, respectively. He has worked at Heinrich-Heine-Universität Düsseldorf from 2018 until 2023.

Research interests

  • Extreme value statistics
  • Nonparametric statistics, copulas
  • Empirical processes
  • Time series
  • Change point analysis
  • Statistics for stochastic processes


For a detailed list, please refer to publications.

Third party funding

  • DigStat - Digitale Lerneinheiten in der Statistik.nrw

(Subproject for funding line „OERContent.nrw“, 04/2022 - 03/2024, funded by Ministry of Culture and Science NRW together with Digitalen Hochschule NRW)

Together with experts on statistics from Bochum, Dortmund and Siegen and under the direction of Prof. Axel Bücher and JProf. Kathrin Möllenhoff from the HHU, we develop digital courses on selected statistical topics which will be made available on the ORCA.nrw platform (Open Resources Campus NRW). The target group includes not only students of mathematics, but also of natural and engineering sciences or economics.

For further details, please, click here (Article Mathematicel Institute) and here (press release Ministry of Culture and Science NRW).

  • Statistical Inference for Time Series Extremes based on the Sliding Block Maxima Method

(Individual Research Grant, 10/2021 - 09/2024, funded by the German Science Foundation)

Extreme value statistics deals with the statistical assessment of rare extreme events such as heat waves, floods or stock market crashes. Under the direction of Prof. Axel Bücher, the project deals with the mathematical foundations of respective statistical methods.

  • "Digitale Materialien in der Stochastik-Lehre für Präsenzveranstaltungen und Selbststudium.nrw"

(Subproject for funding line „OERContent.nrw“, 10/2020 - 09/2022, funded by Ministry of Culture and Science NRW)

Together with the stochastic groups in Bochum and Siegen and under the direction of Prof. Axel Bücher and Prof. Peter Kern from the HHU, online exercises are being developed for use in popular teaching platforms such as Ilias and Moodle. In addition, video tutorials and interactive applications will be used to illustrate complex stochastic facts. The target group includes not only students of mathematics, but also of natural and engineering sciences.

Please, find further details here (MKW Website) or visit the project's website.

  • "Statistical modeling of spatio-temporal weather extremes - Inference for serial clustering and homogeneity analysis"

(Subproject B3.3 within the BMBF-integrated project "Climate Change and Extreme Events - ClimXtreme Modul B - Statistics", 03/2020 - 02/2023, funded by Bundesministerium für Bildung und Forschung)

Climate change has an influence on both the frequency and the intensity of extreme weather events like heat waves and heavy rain fall. Under the joint management of Prof. Dr. Axel Bücher, Prof. Dr. Roland Fried and Dr. Katharina Hees (both TU Dortmund) the project aims at the development and improvement of statistical methods which help to assess the risk of extreme weather events.

Further details: https://www.climxtreme.net

  • "Statistical modelling of capital market dependence structure via copulas"

(Subproject A7 within the SFB 823 "Statistical modelling of nonlinear dynamic processes", 07/2013 - 06/2021, funded by the German Science Foundation)

The collaborative research center 823 uses and improves statistical models and methods for describing and controlling nonlinear dynamic processes arising in economics and engineering. Subproject A7, jointly managed by Axel Bücher and Prof. Gregor Weiß (Finance, until 2017) and Prof. Peter N. Posch (Finance, since 2017), extends the application and mathematical analysis of statistical models and methods for copulas for spatial and temporal dependencies in financial economics.

 Further details: www.statistik.tu-dortmund.de/sfb823.html


Given lectures: Nichtparametrische Statistik, Mathematische Statistik I, Multivariate Verfahren, Zeitreihenanalyse, Wahrscheinlichkeitstheorie, Mathematik für Pharmazeuten, Extremwerttheorie, Mathematische Statistik 2, , Stochastik, Statistical Learning

For further details concerning Prof. Bücher's teaching at HHU please refer to the German version of: teaching.

Professional Activities

  1. Associate Editor for Journal of Statistical Planning and Inference (since 2014):
  2. Associate Editor for Bernoulli Journal (since 2019):

  3. Associate Editor for Statistical Inference for Stochastic Processes (since 2020):

  4. Elected Member of the European Regional Committee of the  Bernoulli Society (since 2020)

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