MOPED: A moving sum method for change point detection in pairwise extremal dependence

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	McGonigle, Euan T., Pawley, Matthew, Richards, Jordan, Rohrbeck, Christian
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2509.00585