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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

Quantile spectral analysis for locally stationary time series

Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014

Persistent link: https://www.econbiz.de/10010347305

Quantile Spectral Analysis for Locally Stationary Time Series

Hallin, Marc; Skowronek, Stefan; Volgushev, Stanislav; … - European Centre for Advanced Research in Economics and … - 2014

Persistent link: https://www.econbiz.de/10010826308

Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis

Hallin, Marc; Dette, Holger; Kley, Tobias; Volgushev, … - European Centre for Advanced Research in Economics and … - 2011

. We define a “new” spectrum as the Fourier transform of the differences between copulas of the pairs (Yt, Yt−k) and the … are calculated as bilinear forms of weighted L1-projections of the ranks of the observed time series onto a harmonic …

Persistent link: https://www.econbiz.de/10009370568

Quantile spectral analysis for locally stationary time series

Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014

Persistent link: https://www.econbiz.de/10010376928

Quantile spectral analysis for locally stationary time series

Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2015

Persistent link: https://www.econbiz.de/10011622344

Cycle Duration in Production with Periodicity – Evidence from Turkey

Akdi, Yýlmaz; Varlik, Serdar; Berument, Hakan - In: International Econometric Review (IER) 10 (2018) 2, pp. 24-32

In this paper, the sub-cycles in two economic activity measures are analyzed by using periodogram analyses. Our results …

Persistent link: https://www.econbiz.de/10012610970

Ranks, copulas, and permutons

Grübel, R. - In: Metrika 87 (2023) 2, pp. 155-182

We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics of randomly growing permutations. Permutations connect...

Persistent link: https://www.econbiz.de/10015188363

Ranks, copulas, and permutons

Grübel, R. - In: Metrika 87 (2023) 2, pp. 155-182

Persistent link: https://www.econbiz.de/10015400913

Modeling the Nigerian inflation rates using periodogram and Fourier Series Analysis

Omekara, Chukwuemeka O.; Ekpenyong, Emmanuel J.; … - In: CBN journal of applied statistics 4 (2013) 2, pp. 51-68

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation … obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze …

Persistent link: https://www.econbiz.de/10011474361