Tom Rohmer

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Active since

2014

Affiliations

Centre National de la Recherche Scientifique(Current)

Université de Pau et des Pays de l'Adour

Tom Rohmer is an author at Centre National de la Recherche Scientifique specializing in multivariate forecasting, multivariate analysis, and autocorrelation analysis.

ORCID

Publications per year

2014–2015

Publications

Detecting changes in cross-sectional dependence in multivariate time series

Axel Bücher, Ivan Kojadinovic, Tom Rohmer et al. · Journal of Multivariate Analysis · 2014 · 59 citations · Full text

Social Sciences, Biostatistics, Econometrics +13

Testing the constancy of Spearman’s rho in multivariate time series

Ivan Kojadinovic, Jean‐François Quessy, Tom Rohmer · Annals of the Institute of Statistical Mathematics · 2015 · 15 citations

Computing, Biostatistics, Time Series Analysis +5

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