Quessy (2024), Annals of the Institute of Statistical Mathematics

Gradual change-point analysis based on Spearman matrices for multivariate times series

Code to generate the tables

• AISM2024_Table2
• AISM2024_Table3
• AISM2024_Table4
• AISM2024_Table5
• AISM2024_Table6
• AISM2024_Table7

Synthetic data set

• AISM2024_SyntheticData

Details on what was launched

• AISM2024_Tables1-7
• AISM2024_DataAnalysis