Tom Rohmer
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Testing the constancy of Spearman’s rho in multivariate time seriesAnnals of the Institute of Statistical Mathematics, 2016, 68 (5), pp.929-954. ⟨10.1007/s10463-015-0520-2⟩
Article dans une revue
hal-01581271v1
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Detecting changes in cross-sectional dependence in multivariate time seriesJournal of Multivariate Analysis, 2014, 132, pp.111-128. ⟨10.1016/j.jmva.2014.07.012⟩
Article dans une revue
hal-02158618v1
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