On the public citation graph

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

https://doi.org/10.1007/s10463-015-0520-2

0 signed · 47 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/(sici)1099-095x(199911/12)10:6<725::aid-env387>3.0.co;2-kopenalex-snapshot

Change-points and bootstrap

inferredcites →https://doi.org/10.1002/9780470316962openalex-snapshot

Convergence of Probability Measures

inferredcites →https://doi.org/10.1002/cjs.11150openalex-snapshot

Multivariate Kendall's tau for change‐point detection in copulas

inferredcites →https://doi.org/10.1007/978-1-4612-0099-4openalex-snapshot

Empirical Process Techniques for Dependent Data

inferredcites →https://doi.org/10.1007/978-1-4757-3076-0openalex-snapshot

An Introduction to Copulas

inferredcites →https://doi.org/10.1007/978-1-84628-696-4openalex-snapshot

Financial Modeling Under Non-Gaussian Distributions

inferredcites →https://doi.org/10.1007/978-3-540-71297-8_2openalex-snapshot

Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes

inferredcites →https://doi.org/10.1007/bf00538416openalex-snapshot

An almost sure invariance principle for the empirical distribution function of mixing random variables

inferredcites →https://doi.org/10.1007/s00184-008-0194-3openalex-snapshot

Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman’s rho

inferredcites →https://doi.org/10.1007/s10687-014-0195-8openalex-snapshot

Extreme value copula estimation based on block maxima of a multivariate stationary time series

inferredcites →https://doi.org/10.1007/s10959-013-0529-5openalex-snapshot

A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing

inferredcites →https://doi.org/10.1016/0304-4149(88)90045-2openalex-snapshot

Mixing properties of ARMA processes

inferredcites →https://doi.org/10.1016/j.csda.2013.03.005openalex-snapshot

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

inferredcites →https://doi.org/10.1016/j.jmva.2012.10.004openalex-snapshot

Nonparametric tests for change-point detection à la Gombay and Horváth

inferredcites →https://doi.org/10.1016/j.jmva.2012.12.002openalex-snapshot

Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique

inferredcites →https://doi.org/10.1016/j.jmva.2014.07.012openalex-snapshot

Detecting changes in cross-sectional dependence in multivariate time series

inferredcites →https://doi.org/10.1016/j.spl.2006.08.007openalex-snapshot

Multivariate extensions of Spearman's rho and related statistics

inferredcites →https://doi.org/10.1016/s0378-3758(01)00085-4openalex-snapshot

Rates of convergence for U-statistic processes and their bootstrapped versions

inferredcites →https://doi.org/10.1017/s026646661600044xopenalex-snapshot

TESTING FOR CHANGES IN KENDALL’S TAU

inferredcites →https://doi.org/10.1080/07474930802459016openalex-snapshot

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

inferredcites →https://doi.org/10.1081/etc-120028836openalex-snapshot

Automatic Block-Length Selection for the Dependent Bootstrap

inferredcites →https://doi.org/10.1093/biomet/88.4.1105openalex-snapshot

Tapered block bootstrap

inferredcites →https://doi.org/10.1111/1468-0262.00115openalex-snapshot

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

inferredcites →https://doi.org/10.1111/j.1467-9892.1995.tb00223.xopenalex-snapshot

BIAS‐CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION

inferredcites →https://doi.org/10.1137/1.9780898719017openalex-snapshot

Empirical Processes with Applications to Statistics

inferredcites →https://doi.org/10.1198/jasa.2009.tm08744openalex-snapshot

The Dependent Wild Bootstrap

inferredcites →https://doi.org/10.1198/jasa.2010.tm10103openalex-snapshot

Testing for Change Points in Time Series

inferredcites →https://doi.org/10.1214/aos/1176343588openalex-snapshot

Asymptotic Distributions of Multivariate Rank Order Statistics

inferredcites →https://doi.org/10.1214/aos/1176347265openalex-snapshot

The Jackknife and the Bootstrap for General Stationary Observations

inferredcites →https://doi.org/10.17877/de290r-450openalex-snapshot

A fluctuation test for constant Spearman’s rho

inferredcites →https://doi.org/10.3150/14-bej682openalex-snapshot

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

inferredcites →https://doi.org/10.32614/r.manualsopenalex-snapshot

R: A Language and Environment for Statistical Computing

inferredcites →https://doi.org/10.3929/ethz-a-000922255openalex-snapshot

The blockwise bootstrap in time series and empirical processes

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4500132openalex-extracted

inferred← citeshttps://doi.org/10.1007/978-3-319-22404-6_16openalex-snapshot

Robust Change Detection in the Dependence Structure of Multivariate Time Series

inferred← citeshttps://doi.org/10.1007/s10463-023-00891-5openalex-snapshot

Gradual change-point analysis based on Spearman matrices for multivariate time series

inferred← citeshttps://doi.org/10.1007/s10687-016-0268-yopenalex-snapshot

Detecting breaks in the dependence of multivariate extreme-value distributions

inferred← citeshttps://doi.org/10.1016/j.advwatres.2019.103449openalex-snapshot

Homogeneity testing of multivariate hydrological records, using multivariate copula L-moments

inferred← citeshttps://doi.org/10.1016/j.econmod.2024.106667openalex-snapshot

Robust portfolio selection with subjective risk aversion under dependence uncertainty

inferred← citeshttps://doi.org/10.1016/j.jcomm.2021.100188openalex-snapshot

An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting

inferred← citeshttps://doi.org/10.1016/j.jhydrol.2022.128603openalex-snapshot

Estimation method for mixture copula models in hydrological context

inferred← citeshttps://doi.org/10.1017/s026646661600044xopenalex-snapshot

TESTING FOR CHANGES IN KENDALL’S TAU

inferred← citeshttps://doi.org/10.1080/01621459.2019.1629938openalex-snapshot

Tests for Scale Changes Based on Pairwise Differences

inferred← citeshttps://doi.org/10.1080/02664763.2020.1850655openalex-snapshot

Testing and dating structural changes in copula-based dependence measures

inferred← citeshttps://doi.org/10.1080/07350015.2023.2224850openalex-snapshot

Consistent Estimation of Multiple Breakpoints in Dependence Measures

inferred← citeshttps://doi.org/10.1137/1.9781611975673.57openalex-snapshot

Branch and Border: Partition-Based Change Detection in Multivariate Time Series

inferred← citeshttps://doi.org/10.48550/arxiv.1905.06201openalex-snapshot

Robust change point tests by bounded transformations

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.