Quantile spectral analysis for locally stationary time series

Stefan Birr, Stanislav Volgushev, Tobias Kley, Holger Dette and Marc Hallin

Journal of the Royal Statistical Society Series B, 2017, vol. 79, issue 5, 1619-1643

Date: 2017
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Related works:
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2015)
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2014)
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