Bücher, A., Kojadinovic, I., Rohmer, T., & Segers, J. (2014). Detecting changes in cross-sectional dependence in multivariate time series. Journal of multivariate analysis, 132, . https://doi.org/10.1016/j.jmva.2014.07.012
Chicago Style (17th ed.) CitationBücher, Axel, Ivan Kojadinovic, Tom Rohmer, and Johan Segers. "Detecting Changes in Cross-sectional Dependence in Multivariate Time Series." Journal of Multivariate Analysis 132 (2014). https://doi.org/10.1016/j.jmva.2014.07.012.
MLA (9th ed.) CitationBücher, Axel, et al. "Detecting Changes in Cross-sectional Dependence in Multivariate Time Series." Journal of Multivariate Analysis, vol. 132, 2014, https://doi.org/10.1016/j.jmva.2014.07.012.
Warning: These citations may not always be 100% accurate.