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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010376928
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Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; … - 2014
Persistent link: https://www.econbiz.de/10010378433
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The integrated copula spectrum
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, … - 2021
Persistent link: https://www.econbiz.de/10012698536
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On Wigner-Ville spectra and the unicity of time-varying : quantile-based spectral densities
Birr, Stefan; Dette, Holger; Hallin, Marc; Kley, Tobias; … - 2016
Persistent link: https://www.econbiz.de/10011672494
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Quantile spectral analysis for locally stationary time series
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2015
Persistent link: https://www.econbiz.de/10011622344