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A fluctuation test for constant Spearman’s rho
Wied, Dominik, (2011)
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton, (2014)
A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias, (2013)
Structural break inference using information criteria in models estimated by two stage least squares
Hall, Alastair R., (2013)
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, Alastair R., (2017)
Hall, Alastair R., (2015)