Holmes, Mark; Kojadinovic, Ivan; Verhoijsen, Alex Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function. (English) Zbl 07786778 J. Time Ser. Anal. 45, No. 1, 27-56 (2024). MSC: 62Mxx 62L99 62E20 62G10 PDFBibTeX XMLCite \textit{M. Holmes} et al., J. Time Ser. Anal. 45, No. 1, 27--56 (2024; Zbl 07786778) Full Text: DOI arXiv
Nasri, Bouchra R.; Rémillard, Bruno N.; Bahraoui, Tarik Change-point problems for multivariate time series using pseudo-observations. (English) Zbl 1480.62087 J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022). MSC: 62H15 62G10 62H05 62M10 PDFBibTeX XMLCite \textit{B. R. Nasri} et al., J. Multivariate Anal. 187, Article ID 104857, 18 p. (2022; Zbl 1480.62087) Full Text: DOI
Kojadinovic, Ivan; Verdier, Ghislain Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. (English) Zbl 1471.62467 Electron. J. Stat. 15, No. 1, 773-829 (2021). MSC: 62M10 62L12 62H15 62G09 62G10 62E20 62P05 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{G. Verdier}, Electron. J. Stat. 15, No. 1, 773--829 (2021; Zbl 1471.62467) Full Text: DOI arXiv
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun Elements of copula modeling with R. (English) Zbl 1412.62004 Use R!. Cham: Springer (ISBN 978-3-319-89634-2/pbk; 978-3-319-89635-9/ebook). x, 267 p. (2018). MSC: 62-01 62-04 62H05 62F10 62G05 PDFBibTeX XMLCite \textit{M. Hofert} et al., Elements of copula modeling with R. Cham: Springer (2018; Zbl 1412.62004) Full Text: DOI
Bücher, Axel; Kinsvater, Paul; Kojadinovic, Ivan Detecting breaks in the dependence of multivariate extreme-value distributions. (English) Zbl 1368.62110 Extremes 20, No. 1, 53-89 (2017). MSC: 62G10 62H15 60G70 62G20 62P12 PDFBibTeX XMLCite \textit{A. Bücher} et al., Extremes 20, No. 1, 53--89 (2017; Zbl 1368.62110) Full Text: DOI arXiv