The integrated periodogram of a dependent extremal event sequence

13 March 2015

Papers citing "The integrated periodogram of a dependent extremal event sequence"

4 / 4 papers shown

Title
Whittle estimation based on the extremal spectral density of a heavy-tailed random field E. Damek T. Mikosch Yuwei Zhao J. Zienkiewicz 88 1 0 07 Nov 2022
Spectral methods for small sample time series: A complete periodogram approach Sourav Das S. Subba Rao Junho Yang AI4TS 48 11 0 01 Jul 2020
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 75 199 0 23 Oct 2015
A Fourier analysis of extreme events T. Mikosch Yuwei Zhao 109 15 0 12 Mar 2014