8 citations · 15 across the 4 of their papers we have counts for
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stat.ME2025
Tensor time series change-point detection in cryptocurrency network data
Andreas Anastasiou, Ivor Cribben
Financial fraud has been growing exponentially in recent years. The rise of cryptocurrencies as an investment asset has simultaneously seen a parallel growth in cryptocurrency scam…
stat.ME2020
Generalized reliability based on distances
Meng Xu, Philip T. Reiss, Ivor Cribben
The intraclass correlation coefficient (ICC) is a classical index of measurement reliability. With the advent of new and complex types of data for which the ICC is not defined, the…
stat.ME2011★ 8 cited
Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Richard A. Davis, Thomas Mikosch, Ivor Cribben
Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed som…