On Wignerâ€“Ville Spectra and the Uniqueness of Timeâ€ Varying Copulaâ€ Based Spectral Densities
Marc Hallin (),
Tobias Kley and
Journal of Time Series Analysis, 2018, vol. 39, issue 3, 242-250
The uniqueness of the timeâ€ varying copulaâ€ based spectrum recently proposed by the authors is established via an asymptotic representation result involving Wignerâ€“Ville spectra.
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