Publikationen der Arbeitsgruppe am Lehrstuhl (seit 2010)
2023
Kern, P. und Lage, S. (2023): On self-similar Bernstein functions and corresponding generalized fractional derivatives. J. Theoret. Probab., 36 (2023), 348-371 https://doi.org/10.1007/s10959-022-01166-0
Bücher, A. und Zanger, L. (2021+): On the Disjoint and Sliding Block Maxima method for piecewise stationary time series. Erscheint in: Annals of Statistics. https://arxiv.org/abs/2110.15576
2022
Bücher, A., Dette, H. und Heinrichs, F. (2022+):A Portmanteau-type test for detecting serial correlation in locally stationary functional time series. Erscheint in: Statistical Inference for Stochastic Processes. https://arxiv.org/abs/2009.07312
Bücher, A. und Jennessen T. (2022+): Statistics for Heteroscedastic Time Series Extremes. Erscheint in: Bernoulli. https://arxiv.org/abs/2204.09534
Bücher, A., Genest, C., Lockhart, R., und Nešlehová, J. (2022): Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. Erscheint in: Extremes. https://doi.org/10.1007/s10687-022-00451-9
Lilienthal, J., Zanger, L., Bücher, A. und Fried, R. (2022): A note on statistical tests for homogeneities in multivariate extreme value models for block maxima. Environmetrics, e2746. https://doi.org/10.1002/env.2746
Bücher, A. und Jennessen T. (2022): Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution. Stochastic Processes and their Applications, Vol. 149, 75-106. https://doi.org/10.1016/j.spa.2022.03.004
Döbler, C. (2022): A short proof of Lévy's continuity theorem without using tightness. Statistics and Probability Letters, Vol. 18. https://arxiv.org/abs/2111.01603
Döbler, C., Kasprzak, M. und Peccati, G. (2022+): The multivariate functional de Jong CLT. Erscheint in: Probability Theory and Related Fields. https://arxiv.org/abs/2104.01858
Döbler, C., Kasprzak, M. und Peccati, G. (2022): Functional Convergence of U-Processes with Size-Dependent Kernels. Annals of Applied Probability, Vol. 32, No. 1, 551-601. https://arxiv.org/abs/1912.02705
Kern, P. und Müller, C. (2022): A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale. J. Stoch. Anal., 3(2), Article 3. https://digitalcommons.lsu.edu/josa/vol3/iss2/3
2021
Bücher, A., Dette, H. und Heinrichs, F. (2021): Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators. Annals of Statistics, Vol. 49, No. 6, 3583-3617. http://dx.doi.org/10.1214/21-AOS2098
Bücher A. Jaser, M. und Min, A. (2021): Detecting departures from meta-ellipticity for multivariate stationary time series. Dependence Modeling, Vol. 9, No. 1, 121-140. https://doi.org/10.1515/demo-2021-0105
Bücher, A., El Ghouch, A. und Van Keilegom, I. (2021): Single-index quantile regression models for censored data. In: Daouia A., Ruiz-Gazen A. (eds)Advances in Contemporary Statistics and Econometrics. Springer, Cham, 177–196. https://link.springer.com/chapter/10.1007/978-3-030-73249-3_10
Bücher, A. und Zhou, C. (2021): A horse race between the block maxima method and the peak-over-threshold approach. Statistical Science, Vol. 36, No. 3, 360-378. https://doi.org/10.1214/20-STS795
Bücher, A., Fried, R., Kinsvater, P. und Lilienthal, J. (2021): Penalized Quasi-Maximum-Likelihood Estimation for Extreme Value Models with Application to Flood Frequency Analysis. Extremes, Vol. 24, 325–348. http://dx.doi.org/10.1007/s10687-020-00379-y
Bücher, A., Volgushev, S. und Zou, N. (2021): Multiple block sizes and overlapping blocks for multivariate time series extremes. Annals of Statistics, Vol. 49, No. 1, 295-320. http://dx.doi.org/10.1214/20-AOS1957
Döbler, C. und Kasprzak, M. (2021): Stein's method of exchangeable pairs in multivariate functional approximations. Electronic Journal of Probability, Vol. 26, 1-50. https://arxiv.org/abs/2005.12733
Kern, P. und Lage, S. (2021): Space-time duality for semi-fractional diffusions. U. Freiberg et al. (Eds.) Fractal Geometry and Stochastics VI. Progress in Probability 76, Birkhäuser, Basel, 255-272 https://doi.org/10.1007/978-3-030-59649-1_11
Kern, P. , Neugebauer D., Rothe J., Schilling R. L., Stoyan D. und Weishaupt R. (2021): Cutting a Cake Is Not Always a "Piece of Cake": A Closer Look at the Foundations of Cake-Cutting Through the Lens of Measure Theory. (unpublished manuscript) https://arxiv.org/abs/2111.05402
Bücher, A. und Jennessen T. (2020): Method of moments estimators for the extremal index of a stationary time series. Electronic Journal Of Statistics, Vol. 14, No. 2, 3103-3156. https://doi.org/10.1214/20-EJS1734
Bücher, A., Dette, H. und Heinrichs, F. (2020): Detecting deviations from second-order stationarity in locally stationary functional time series. Annals of the Institute of Statistical Mathematics, Vol. 72(4), 1055-1094. https://doi.org/10.1007/s10463-019-00721-7
Bücher, A., Posch, P. N. und Schmidtke, P. (2020): Using the Extremal Index for Value-at-Risk Backtesting. Journal of Financial Econometrics, Vol. 18 (3), 556–584. https://doi.org/10.1093/jjfinec/nbaa011
2019
Bücher, A., Volgushev, S. und Zou, N. (2019): On second order conditions in the multivariate block maxima and peak over threshold method. Journal of Multivariate Analysis, Vol. 173, 604-619. https://doi.org/10.1016/j.jmva.2019.04.011
Bücher, A., Fermanian, J.-D. und Kojadinovic, I. (2019): Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Journal of Time Series Analysis 40: 124-150. https://arxiv.org/abs/1709.02673
Bücher, A. und Kojadinovic, I. (2019): A note on conditional versus joint unconditional weak convergence in bootstrap consistency results. Journal of Theoretical Probability, Vol. 32(3), 1145-1165. https://arxiv.org/abs/1706.01031
Kern, P. und Sönmez, E. (2019): On the carrying dimension of occupation measures for self-affine random fields. Erscheint in: Probab. Math. Statist. https://arxiv.org/abs/1705.05676
Kern, P., Lage, S. und Meerschaert, M. M. (2019): Semi-fractional diffusion equations. Fract. Calc. Appl. Anal.,22 326-357 http://dx.doi.org/10.1515/fca-2019-0021
Ditzhaus, M. und Janssen, A. (2019): Bootstrap and permutation rank tests for proportional hazards under right censoring. Lifetime Data Analysis. https://doi.org/10.1007/s10985-019-09487-9
MacDonald, P. W., Liang, K. und Janssen, A. (2019): Dynamic adaptive procedures thatcontrol the false discovery rate. Electronic Journal of Statistics, 13 3009–3024
Ditzhaus, M. und Janssen, A. (2019): Variability and stability of the false discovery proportion. Electron. J. Statist., 13 882-910 https://doi.org/10.1214/19-EJS1544
Ditzhaus, M. (2019): Signal detection via Phi-divergences for general mixtures. Bernoulli, Vol. 25, No 4A, 3041-3068.
2018
Berghaus, B. und Bücher, A. (2018): Weak Convergence of a Pseudo Maximum Likelihood Estimator for the Extremal Index. Annals of Statistics, Vol. 46(5), 2307-2335.
Bücher, A. und Segers, J. (2018): On the maximum likelihood estimator for the Generalized Extreme-Value distribution. Extremes, Vol. 20(4), 839-872.
Bücher, A. und Segers, J. (2018): Inference for heavy tailed stationary time series based on sliding blocks. Electronic Journal of Statistics, Vol. 12(1), 1098-1125.
Bücher, A. und Segers, J. (2018): Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. Bernoulli Vol. 24(2), 1427-1462.
Kern, P., Meerschaert, M. M. und Xiao, Y. (2018): Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties. J. Theoret. Probab., 31 598-617 http://dx.doi.org/10.1007/s10959-016-0720-6
Ditzhaus, M. und Janssen, A. (2018): Detectability of nonparametric signals: higher criticism versus likelihood ratio. Electron. J. Statist., 12 4094-4137 https://doi.org/10.1214/18-EJS1502
Benditkis, J., Heesen, P. und Janssen, A. (2018): The false discovery rate (FDR) of multiple tests in a class room lecture. Statistics and Probability Letters, 134 29-35
Rojas-Molina, C. (2018): Random Schrödinger Operators on discrete structures. arXiv:1710.02293.
Ditzhaus, M. und Gaigall, D. (2018): A consistent goodness-of-fit test in separable Hilbert spaces. Journal ofNonparametric Statistics, Vol. 30, No. 4, 834-859.
2017
Kern, P. und Wedrich, L. (2017): On exact Hausdorff measure functions of operator semistable Lévy processes. Stoch. Anal. Appl., 35 980-1006 http://dx.doi.org/10.1080/07362994.2017.1344556
Bhatti, T. und Kern, P. (2017): An integral representation of dilatively stable processes with independent increments. Stochastic Process. Appl., 127 209-227 http://dx.doi.org/10.1016/j.spa.2016.06.006
Benditkis, J. und Janssen, A. (2017): Finite sample bounds for expected number of false rejections under martingale dependence with applicatons to FDR. Electron. J. Stat., 11 1827-1857 https://projecteuclid.org/euclid.ejs/1493345170
Janssen, A. (2017): Der Martingalansatz zur Auswertung klinischer Studien im Rahmen der Survival Analysis. Mitteilungen der deutschen Mathematiker Vereinigung, 25 26-31
2016
Barczy, M. und Kern, P. (2016): A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor. Séminaire de Probabilités, 48 179-188 http://dx.doi.org/10.1007/978-3-319-44465-9_6
Barczy, M., Kern, P. und Pap, G. (2015): Dilatively stable stochastic processes and aggregate similarity. Aequat. Math., 89 1485-1507 http://dx.doi.org/10.1007/s00010-014-0318-y
Barczy, M., Kern, P. und Krause, V. (2015): Operator scaled Wiener bridges. ESAIM: Probab. Statist., 19 100-114 http://dx.doi.org/10.1051/ps/2014016
Bücher, A. und Kojadinovic, I. (2015): An overview of nonparametric tests of extremevalue dependence. In: Dey, D. and Yan, J: Extreme Value Modeling and Risk Analysis: Methods and Applications. Crc Press Inc, 2015, 377–398. https://arxiv.org/abs/1410.6784
Nelson-Sathi, S., Sousa, F. L., Roettger, M., Lozada-Chávez, N., Thiergart, T., Janssen, A., Bryant, D., Landan, G., Schönheit, P., Siebers, B., McInerney, J. O. und Martin, W. F. (2015): Origins of major archaeal clades correspond to gene acquisitions from bacteria. Nature 13805 http://www.nature.com/nature/journal/vaop/ncurrent/full/nature13805.html
Kern, P. und Wedrich, L. (2014) : The Hausdorff dimension of operator semistable Lévy processes. J. Theoret. Probab., 27 383-403 http://dx.doi.org/10.1007/s10959-012-0422-7
Barczy, M. und Kern, P. (2014): Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes. (unpublished manuscript) http://arxiv.org/abs/1409.7253
Bendel, J., Dobler, D. und Janssen, A. (2014): Exponent dependence measures of survival functions and correlated frailty models. arxiv:1409.6854
Janssen, A. und Tietje, M. (2014): Statistical likelihood methods in finance. arXiv:1310.4400v2
Konietschke, F. und Pauly, M. (2014): Bootstrapping and Permuting paired t-test type statistics. Statistics and Computing, 24, 283 - 296
Hmissi, M. und Janßen, K. (2014): On S-subordination and applications to entrance laws. Rev. Roumaine Math. Pures Appl., 59, 105-121
2013
Barczyk, A. und Kern, P. (2013): Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes. Stochastic Process. Appl., 123 796-812 http://dx.doi.org/10.1016/j.spa.2012.10.013
Barczy, M. und Kern, P. (2013): Representations of multidimensional linear process bridges. Random Oper. Stoch. Equ., 21 159-189 http://dx.doi.org/10.1515/rose-2013-0009
Barczy, M. und Kern, P. (2013): Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Brazilian J. Probab. Statist., 27 437-466 http://dx.doi.org/10.1214/11-BJPS175
Janssen, A. und Ostrovski, V. (2013): The Convolution Theorem of Hajek and Le Cam - Revisited. arXiv:1309.4984
del Barrio, E., Janssen, A. und Pauly, M. (2013): The m(n) out of k(n) bootstrap for partial sums of St. Petersburg type games. Electron. Commun. Probab., 18 1-10
Janssen, A. und Pauly, M. (2013): The influence of sequential extremal processes on the partial sum process. Extremes, 16 39-54
Beyersmann, J., di Termini, S. und Pauly, M. (2013): The wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk. Scandinavian Journal of Statistics, 40, 387-402.
2012
Nelson-Sathi, S., Dagan, T., Landan, G., Janssen, A., Steel, M., McInerney, J., Deppenmeier, U. und Martin, W. F. (2012): A methanogen acquired a thousand eubacterial genes at the origin of Haloarchaea. Proceedings of the National Academy of Sciences, 109 20537-20542
Bücher, A., Dette, H. und Volgushev, S. (2012): A test for Archimedeanity in bivariate copula models. Journal of Multivariate Analysis, Vol. 110, 121–132.
Jurlewicz, A., Kern, P., Meerschaert, M. M. und Scheffler, H.-P. (2012): Fractional governing equations for coupled random walks. Comp. Math. Appl., 64 3021-3036 http://dx.doi.org/10.1016/j.camwa.2011.10.010
Kern, P., Meerschaert, M. M. und Scheffler, H.-P.: Correction (2012): Limit theorems for coupled continuous time random walks. Ann. Probab., 40 890-891 http://dx.doi.org/10.1214/10-AOP635
Omelka, M. und Pauly, M. (2012): Testing equality of correlation coefficients in an potentially unbalanced two-sample problem via permutation methods. J. Stat. Plan. Inf., 142 1396 - 1406.
Konietschke, F. und Pauly, M. (2012): A studentized permutation test for the non-parametric Behrens-Fisher problem in paired data. Electron. J. Stat., 6, 1358 - 1372.
Jentsch, C. und Pauly, M. (2012): A note on using periodogram-based distances for comparing spectral densities. Stat. Prob. Lett., 82, 158 - 164.
Barczyk, A., Janssen, A. und Pauly, M. (2011): The asymptotics of L-statistics for non I.I.D. variables with heavy tails. Probab. Math. Statist., 31 285-299
Pauly, M. (2011): Discussion about the quality of F-ratio resampling tests for comparing variances. TEST, 20, 163 - 179.
