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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
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Handle: RePEc:eca:wpaper:2013/156105