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Testing for Changes in the Rank Correlation of Time Series
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Testing for Changes in the Rank Correlation of Time Series (2012)Testing for Changes in the Rank Correlati…Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)Asymptotics of empirical copu…Break detection in the covariance structure of multivariate time series models (2009)Break detection in the covari…An Introduction to Copulas (Springer Series in Statistics) (2006)An Introduction to Copulas (S…Covariance changes detection in multivariate time series (2005)Covariance changes detection …U-Statistics for Change under Alternatives (2001)U-Statistics for Change under…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes (1988)Some Invariance Principles an…Invariance principles for changepoint problems (1988)Invariance principles for cha…Tests for change—points based on recursive u—statistics (1983)Tests for change—points based…CONTINUOUS INSPECTION SCHEMES (1954)On Optimum Methods in Quickest Detection Problems (1963)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Change Point Problem (1993)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Understanding spurious regressions in econometrics (1986)Time Series Regression with a Unit Root (1987)Exploiting cross-section variation for unit root inference in dynamic data (1994)Alternative forms of fractional Brownian motion (1999)Testing conditional factor models (2012)Inference About the Change-Point in a Sequence of Random Variables (1970)Change-Point Problems: Bibliography and Review (2010)Multivariate Kendall's tau for change‐point detection in copulas (2012)TESTING FOR CHANGES IN KENDALL’S TAU (2016)Weak convergence of empirical copula processes (2004)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Tests of symmetry for bivariate copulas (2011)Empirical and sequential empirical copula processes under serial dependence (2013)Probit transformation for nonparametric kernel estimation of the copula density (2017)On Tests for Detecting Change in Mean (1975)A Non-Parametric Approach to the Change-Point Problem (1979)Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric tests for the changepoint problem (1987)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)A new fluctuation test for constant variances with applications to finance (2011)A nonparametric test for a constant correlation matrix (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Inference for single and multiple change‐points in time series (2013)Extensions of some classical methods in change point analysis (2014)Uniform change point tests in high dimension (2015)Copula Theory: An Introduction (2010)Extreme-Value Copulas (2010)A review of quantification methodologies for multi-hazard interrelationships (2019)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)
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References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 2006An Introduction to Copulas (Springer Series in Statistics)882 cited
  • 2009Break detection in the covariance structure of multivariate time series models313 cited
  • 1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes254 cited
  • 2012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions235 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 2005Covariance changes detection in multivariate time series58 cited
  • 2001U-Statistics for Change under Alternatives31 cited
  • 1983Tests for change—points based on recursive u—statistics16 cited

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