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Latest revision as of 14:05, 9 December 2024

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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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