EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1111/rssb.12231 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2015) Downloads
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2014) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:79:y:2017:i:5:p:1619-1643

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2019-10-09
Handle: RePEc:bla:jorssb:v:79:y:2017:i:5:p:1619-1643