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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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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010347305
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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 analysis for locally stationary time series
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2015
Persistent link: https://www.econbiz.de/10011622344
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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
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On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc; Mordant, Gilles - 2021
Persistent link: https://www.econbiz.de/10012698528
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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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Quantile coherency : a general measure for dependence between cyclical economic variables
Baruník, Jozef; Kley, Tobias - In: The econometrics journal 22 (2019) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10012166706
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A note on a specification test for time series models based on spectral density estimation
Dette, Holger; Spreckelsen, Ingrid - 2001
In a recent paper Paparoditis (2000) proposed a new goodness-of-fit test for time series models based on spectral density estimation. The test statistic is based on the distance between a kernel estimator of the ratio of the true and the hypothesized spectral density and the expected value of...
Persistent link: https://www.econbiz.de/10009775974
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Fourier transformation on model fitting for Pakistan inflation rate
Iqbal, Anam; Ahmad, Basheer; Iqbal, Kanwal; Ali, Asad - In: Inventi impact: emerging economies (2018) 2, pp. 107-117
Persistent link: https://www.econbiz.de/10012241663