Quantile Spectral Analysis for Locally Stationary Time Series
Holger Dette and
Marc Hallin ()
No ECARES 2015-27, Working Papers ECARES from ULB -- Universite Libre de Bruxelles
Keywords: copulas; nonstationarity; ranks; periodogram; laplace spectrum (search for similar items in EconPapers)
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Journal Article: Quantile spectral analysis for locally stationary time series (2017)
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2014)
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