A fluctuation test for constant Spearman's rho with nuisance-free limit distribution

22 June 2012

Papers citing "A fluctuation test for constant Spearman's rho with nuisance-free limit distribution"

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Title
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 164 362 0 19 Nov 2009