Testing the constancy of Spearman's rho in multivariate time series (Q314566): Difference between revisions

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Property / DOI: 10.1007/s10463-015-0520-2 / rank
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Property / author
 
Property / author: Ivan Kojadinovic / rank
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Property / describes a project that uses
 
Property / describes a project that uses: copula / rank
 
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Property / describes a project that uses: npcp / rank
 
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Property / describes a project that uses
 
Property / describes a project that uses: copula / rank
 
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Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W1979977159 / rank
 
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Property / arXiv ID
 
Property / arXiv ID: 1407.1624 / rank
 
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Latest revision as of 14:05, 9 December 2024

scientific article
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Testing the constancy of Spearman's rho in multivariate time series
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    Testing the constancy of Spearman's rho in multivariate time series (English)
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    16 September 2016
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    change-point detection
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    empirical copula
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    HAC kernel variance estimator
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    multiplier central limit theorems
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    partial-sum processes
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    ranks
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    Spearman's rho
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    strong mixing
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