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papers

Publications (3)

Testing the constancy of Spearman's rho in multivariate time series

Ivan Kojadinovic, Jean-FranÃ§ois Quessy, Tom Rohmer

Detecting changes in cross-sectional dependence in multivariate time series

Axel BÃ¼cher, Ivan Kojadinovic, Tom Rohmer +1

Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions

Tom Rohmer