A simple nonparametric test for structural change in joint tail probabilities (2009)
Krämer, Walter, Kampen, Maarten Van
We propose a new test against a change in the probability of multivariate tail events. The test is based on partial sums of a suitably defined indicator function and detects abrupt changes in joint...
Ultrafast spin dynamics in ferromagnetic metals / (2003)
Thesis (doctoral)--Technische Universiteit Eindhoven, 2003.