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TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2011) 3, pp. 570-590
Persistent link: https://www.econbiz.de/10009968678
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Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2012) 3, pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
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Testing for changes in Kendall's tau
Dehling, Herold; Vogel, Daniel; Wendler, Martin; Wied, … - In: Econometric theory 33 (2017) 6, pp. 1352-1386
Persistent link: https://www.econbiz.de/10011810423