MOPED: A moving sum method for change point detection in pairwise extremal dependence

Euan McGonigle, Matthew Pawley, Jordan Richards, Christian Rohrbeck

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McGonigle et al (accepted manuscript)
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@article{0bdf695b22504adb8592155397aede49,

title = "MOPED: A moving sum method for change point detection in pairwise extremal dependence",

author = "Euan McGonigle and Matthew Pawley and Jordan Richards and Christian Rohrbeck",

year = "2026",

month = apr,

day = "3",

language = "English",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer Netherlands",

}