EconPapers    
Economics at your fingertips  
 

Quantile Spectral Processes: Asymptotic Analysis and Inference

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

No ECARES 2014-07, Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: time series; spectral analysis; periodogram; quantiles; copulas; ranks; spearman; blomqvist; gini spectra (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2014-02
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Published by:

Downloads: (external link)
https://dipot.ulb.ac.be/dspace/bitstream/2013/1561 ... _HALLIN-quantile.pdf 2014-07-KLEY_VOLGUSHEV_DETTE_HALLIN-quantile (application/pdf)

Related works:
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:eca:wpaper:2013/156105

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... lb.ac.be:2013/156105

Access Statistics for this paper

More papers in Working Papers ECARES from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().

 
Page updated 2019-06-24
Handle: RePEc:eca:wpaper:2013/156105