Quantile Spectral Analysis for Locally Stationary Time Series

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Quantile Spectral Analysis for Locally Stationary Time Series

17 April 2014

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Papers citing "Quantile Spectral Analysis for Locally Stationary Time Series"

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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 45 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 66 2 0 22 Nov 2016
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 73 199 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 processes: Asymptotic analysis and inference Tobias Kley S. Volgushev Holger Dette Marc Hallin 306 59 0 31 Jan 2014