Quantile spectral analysis for locally stationary time series
Stefan Birr (Ruhr-Universität Bochum), Stanislav Volgushev (Ruhr-Universität Bochum), Tobias Kley (Ruhr-Universität Bochum), Holger Dette (Ruhr-Universität Bochum), Marc Hallin (SBS-EM, ECARES, Université libre de Bruxelles and ORFE, Princeton University)
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Birr, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger ; Hallin, Marc |
| Publisher: |
Brussels, Belgium : ECARES |
| Subject: | Copulas | Nonstationarity | Ranks | Periodogram | Laplace spectrum | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process |
| Extent: | 1 Online-Ressource (circa 79 Seiten) Illustrationen |
|---|---|
| Series: | ECARES working paper. - Brussels, ZDB-ID 2771005-1. - Vol. 2015, 27 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/206826 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011622344