Cited in
(19)- Detecting changes in cross-sectional dependence in multivariate time series
- changepointTests
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic
- Elements of Copula Modeling with R
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Detecting and modeling changes in a time series of proportions
- Change-point problems for multivariate time series using pseudo-observations
- copula
- TwoCop
- copula
- Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series
- fractal
- locits
- costat
- copulaData
- lcopula
- Detecting distributional changes in samples of independent block maxima using probability weighted moments
- Testing the constancy of Spearman's rho in multivariate time series
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