For most travelers, flying to Europe's summer hot spots like the South of France, Amalfi Coast, or Greek Islands requires a lengthy, multi-stop journey: The transatlantic flight takes a day of travel ...
If random variables in one set are defined as explicit functions of random variables in a second set, Taylor series expansion (the delta method) may be used to prove the asymptotic normality of the ...
We propose a new test against a change in correlation at an unknown point in time based on cumulated sums of empirical correlations. The test does not require that inputs are independent and ...