Robust Spectral Analysis

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Robust Spectral Analysis

8 November 2011

Andreas Hagemann

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Papers citing "Robust Spectral Analysis"

11 / 11 papers shown

Title
The integrated copula spectrum Yuichi Goto Tobias Kley Ria Van Hecke S. Volgushev Holger Dette Marc Hallin 55 2 0 14 Dec 2021
Fourier analysis of serial dependence measures Ria Van Hecke S. Volgushev Holger Dette 48 5 0 13 Mar 2017
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities Stefan Birr Holger Dette Marc Hallin Tobias Kley S. Volgushev 71 2 0 22 Nov 2016
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 75 199 0 23 Oct 2015
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package Tobias Kley 124 29 0 28 Aug 2014
Quantile Spectral Analysis for Locally Stationary Time Series Stefan Birr S. Volgushev Tobias Kley Holger Dette Marc Hallin 191 40 0 17 Apr 2014
A Fourier analysis of extreme events T. Mikosch Yuwei Zhao 107 15 0 12 Mar 2014
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series Heejoon Han O. Linton Tatsushi Oka Yoon-Jae Whang 128 424 0 09 Feb 2014
Quantile spectral processes: Asymptotic analysis and inference Tobias Kley S. Volgushev Holger Dette Marc Hallin 306 59 0 31 Jan 2014
The quantile spectral density and comparison based tests for nonlinear time series JunBum Lee S. Subba Rao 110 30 0 13 Dec 2011
Of copulas, quantiles, ranks and spectra: An $L_1$ -approach to spectral analysis Holger Dette Marc Hallin Tobias Kley S. Volgushev 189 72 0 30 Nov 2011