On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
Marc Hallin (),
Tobias Kley and
No ECARES 2016-38, Working Papers ECARES from ULB -- Universite Libre de Bruxelles
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is established via an asymptotic representation result involving Wigner-Ville spectra.
Keywords: copula-based spectrum; laplace spectrum; quantile-based spectrum; time-varying spectrum; wigner-ville spectrum (search for similar items in EconPapers)
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