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

R: A Language and Environment for Statistical Computing

R Core Team · 2000 · 353K citations · Full text

Natural Sciences, Computer Science, Statistical Computing +10

The Jackknife and the Bootstrap for General Stationary Observations

Hans R. Künsch · The Annals of Statistics · 1989 · 2.3K citations · Full text

Natural Sciences, Biostatistics, Mathematics +17

Automatic Block-Length Selection for the Dependent Bootstrap

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Computing, Biostatistics, Econometrics +12

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

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Public Health, Biostatistics, Economics +12

Testing for Change Points in Time Series

Xiaofeng Shao, Xianyang Zhang · Journal of the American Statistical Association · 2010 · 255 citations

Computing, Data Science, Econometrics +14