The quantile spectral density and comparison based tests for nonlinear
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The quantile spectral density and comparison based tests for nonlinear time series

13 December 2011

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Papers citing "The quantile spectral density and comparison based tests for nonlinear time series"

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Title
Quantile-based fuzzy C-means clustering of multivariate time series: Robust techniques Ángel López-Oriona P. D’Urso J. A. Vilar B. Lafuente-Rego AI4TS 47 22 0 22 Sep 2021
Quantile-based fuzzy clustering of multivariate time series in the frequency domain Ángel López-Oriona J. A. Vilar P. D’Urso AI4TS 53 29 0 08 Sep 2021
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 126 29 0 28 Aug 2014
Quantile Spectral Analysis for Locally Stationary Time Series Stefan Birr S. Volgushev Tobias Kley Holger Dette Marc Hallin 193 40 0 17 Apr 2014
A Fourier analysis of extreme events T. Mikosch Yuwei Zhao 109 15 0 12 Mar 2014
Quantile spectral processes: Asymptotic analysis and inference Tobias Kley S. Volgushev Holger Dette Marc Hallin 308 59 0 31 Jan 2014
Robust Spectral Analysis Andreas Hagemann 124 50 0 08 Nov 2011