Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis
Year of publication: |
2011-12
|
---|---|
Authors: | Hallin, Marc ; Dette, Holger ; Kley, Tobias ; Volgushev, Stanislav |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | Time series | spectral analysis | periodogram | quantile regression | copulas | ranks | time reversibility |
-
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan, (2014)
-
Quantile Spectral Analysis for Locally Stationary Time Series
Hallin, Marc, (2014)
-
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan, (2014)
- More ...
-
Quantile Spectral Analysis for Locally Stationary Time Series
Hallin, Marc, (2014)
-
Quantile Spectral Processes: Asymptotic Analysis and Inference
Hallin, Marc, (2014)
-
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan, (2014)
- More ...