Quantile spectral processes: Asymptotic analysis and inference

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Quantile spectral processes: Asymptotic analysis and inference

31 January 2014

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Papers citing "Quantile spectral processes: Asymptotic analysis and inference"

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Title
A Cepstral Model for Efficient Spectral Analysis of Covariate-dependent Time Series Zeda Li Yuexiao Dong 25 0 0 01 Jul 2024
A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering Cristian F. Jiménez-Varón Ying Sun Ta‐Hsin Li 32 1 0 17 Jun 2023
Residual spectrum: Brain functional connectivity detection beyond coherence Yuichi Goto Xuze Zhang B. Kedem Shuo Chen 33 0 0 31 May 2023
Statistics for Heteroscedastic Time Series Extremes Axel Bücher Tobias Jennessen 33 3 0 20 Apr 2022
The integrated copula spectrum Yuichi Goto Tobias Kley Ria Van Hecke S. Volgushev Holger Dette Marc Hallin 50 2 0 14 Dec 2021
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 45 29 0 08 Sep 2021
A distribution free test for changes in the trend function of locally stationary processes Holger Dette Florian Heinrichs 24 6 0 22 May 2020
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects A. Galvao J. Gu S. Volgushev 38 26 0 31 Jul 2018
Fourier analysis of serial dependence measures Ria Van Hecke S. Volgushev Holger Dette 40 5 0 13 Mar 2017
Distributed inference for quantile regression processes S. Volgushev Shih-Kang Chao Guang Cheng 546 131 0 21 Jan 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 61 2 0 22 Nov 2016
Quantile Processes for Semi and Nonparametric Regression Shih-Kang Chao S. Volgushev Guang Cheng 314 25 0 07 Apr 2016
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 63 199 0 23 Oct 2015
A subsampled double bootstrap for massive data Srijan Sengupta S. Volgushev Xiaofeng Shao 260 48 0 05 Aug 2015
Weak convergence of the empirical copula process with respect to weighted metrics Axel Bücher Betina Berghaus S. Volgushev 96 32 0 21 Nov 2014
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package Tobias Kley 116 29 0 28 Aug 2014
Quantile Spectral Analysis for Locally Stationary Time Series Stefan Birr S. Volgushev Tobias Kley Holger Dette Marc Hallin 173 40 0 17 Apr 2014
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series Heejoon Han O. Linton Tatsushi Oka Yoon-Jae Whang 115 424 0 09 Feb 2014