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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
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From Mahalanobis to Bregman via Monge and Kantorovich towards a "general generalised distance"
Hallin, Marc - 2018
Persistent link: https://www.econbiz.de/10012065317
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On distribution and quantile functions, ranks and signs in Rd
Hallin, Marc - 2017
Persistent link: https://www.econbiz.de/10011760373
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Measure transportation and statistical decision theory
Hallin, Marc - 2021
Persistent link: https://www.econbiz.de/10012437077
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Manfred Deistler and the general dynamic factor model approach to the analysis of high-dimensional time series
Hallin, Marc - 2022
Persistent link: https://www.econbiz.de/10013415114
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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289217