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Phong Minh Nguyen & Wei-Han Liu. (2023) Portfolio management using time-varying vine copula: an application on the G7 equity market indices. The European Journal of Finance 29:11, pages 1303-1329.
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Somnath Chaudhuri, Mehdi Moradi & Jorge Mateu. (2023) On the trend detection of time-ordered intensity images of point processes on linear networks. Communications in Statistics - Simulation and Computation 52:4, pages 1318-1330.
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Yunlong Wang, Zhaojun Wang & Xuemin Zi. (2020) Rank-based multiple change-point detection. Communications in Statistics - Theory and Methods 49:14, pages 3438-3454.
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Shuang Li, Yao Xie, Hanjun Dai & Le Song. (2019) Scan B-statistic for kernel change-point detection. Sequential Analysis 38:4, pages 503-544.
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Lawrence Bardwell, Paul Fearnhead, Idris A. Eckley, Simon Smith & Martin Spott. (2019) Most Recent Changepoint Detection in Panel Data. Technometrics 61:1, pages 88-98.
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Shuxia Zhang & Boping Tian. (2018) Semiparametric method for detecting multiple change points model in financial time series. Communications in Statistics - Theory and Methods 47:11, pages 2664-2683.
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