Quantile Spectral Analysis for Locally Stationary Time Series
Stefan Birr,
Stanislav Volgushev,
Tobias Kley,
Holger Dette and
Marc Hallin
Working Papers ECARES from ULB -- Universite Libre de Bruxelles
Keywords: copulas; nonstationarity; ranks; periodogram; laplace spectrum (search for similar items in EconPapers)
Pages: 78 p.
Date: 2015-07
New Economics Papers: this item is included in nep-ets
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Related works:
Journal Article: Quantile spectral analysis for locally stationary time series (2017)
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2014)
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