Quantile Spectral Analysis for Locally Stationary Time Series

Stefan Skowronek, Stanislav Volgushev, Tobias Kley, Holger Dette and Marc Hallin

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: time series; spectral analysis; periodogram; quantile regression; copulas; ranks; local stationarity (search for similar items in EconPapers)
Pages: 46 p.
Date: 2014-04
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (4)

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Related works:
Journal Article: Quantile spectral analysis for locally stationary time series (2017)
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2015)
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