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On Wigner–Ville Spectra and the Uniqueness of Time†Varying Copula†Based Spectral Densities

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

Journal of Time Series Analysis, 2018, vol. 39, issue 3, 242-250

Abstract: The uniqueness of the time†varying copula†based spectrum recently proposed by the authors is established via an asymptotic representation result involving Wigner–Ville spectra.

Date: 2018
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Handle: RePEc:bla:jtsera:v:39:y:2018:i:3:p:242-250