Quantile spectral analysis for locally stationary time series
Stefan Skowronek; Stanislav Volgushev; Tobias Kley; Holger Dette; Marc Hallin
| Year of publication: |
2014
|
|---|---|
| Authors: | Skowronek, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger ; Hallin, Marc |
| Publisher: |
Brussels : ECARES |
| Subject: | Time series | Spectral analysis | Periodogram | Quantile regression | Copulas | Ranks | Local stationarity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution |
| Extent: | Online-Ressource (46 S.) graph. Darst. |
|---|---|
| Series: | ECARES working paper. - Brussels, ZDB-ID 2771005-1. - Vol. 2014-24 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/159999 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010376928