Quantile Spectral Analysis for Locally Stationary Time Series
Holger Dette and
Marc Hallin ()
Working Papers ECARES from ULB -- Universite Libre de Bruxelles
Keywords: copulas; nonstationarity; ranks; periodogram; laplace spectrum (search for similar items in EconPapers)
Pages: 78 p.
New Economics Papers: this item is included in nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
https://dipot.ulb.ac.be/dspace/bitstream/2013/2068 ... _HALLIN-quantile.pdf Full text for the whole work, or for a work part (application/pdf)
Journal Article: Quantile spectral analysis for locally stationary time series (2017)
Working Paper: Quantile Spectral Analysis for Locally Stationary Time Series (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eca:wpaper:2013/206826
Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... lb.ac.be:2013/206826
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 ().