Quantile Spectral Processes: Asymptotic Analysis and Inference
| Year of publication: |
2014-02
|
|---|---|
| Authors: | Hallin, Marc ; Kley, Tobias ; Volgushev, Stanislav ; 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 | quantiles | copulas | ranks | spearman | blomqvist | gini spectra |
| 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 2014-07 65 pages long |
| Source: |
Persistent link: https://www.econbiz.de/10010826336