Quantile Spectral Analysis for Locally Stationary Time Series
| Year of publication: |
2014-04
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|---|---|
| Authors: | Hallin, Marc ; Skowronek, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger |
| 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 | local stationarity |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ecares 2014-24 46 pages long |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010826308