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Quantile Spectral Analysis for Locally Stationary Time Series

Stefan Birr, Stanislav Volgushev, Tobias Kley, 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)
New Economics Papers: this item is included in nep-ets
Date: 2015-07
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Related works:
Journal Article: Quantile spectral analysis for locally stationary time series (2017) Downloads
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2014) Downloads
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