Quantile Spectral Analysis for Locally Stationary Time Series

17 April 2014

Papers citing "Quantile Spectral Analysis for Locally Stationary Time Series"

9 / 9 papers shown

Title
The integrated copula spectrum Yuichi Goto Tobias Kley Ria Van Hecke S. Volgushev Holger Dette Marc Hallin 27 2 0 14 Dec 2021
Time-frequency analysis of locally stationary Hawkes processes François Roueff R. Sachs 20 13 0 05 Apr 2017
Fourier analysis of serial dependence measures Ria Van Hecke S. Volgushev Holger Dette 18 5 0 13 Mar 2017
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities Stefan Birr Holger Dette Marc Hallin Tobias Kley S. Volgushev 32 2 0 22 Nov 2016
Predictive, finite-sample model choice for time series under stationarity and non-stationarity Tobias Kley Philip Preuss Piotr Fryzlewicz 19 15 0 14 Nov 2016
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 30 195 0 23 Oct 2015
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package Tobias Kley 42 29 0 28 Aug 2014
Quantile spectral processes: Asymptotic analysis and inference Tobias Kley S. Volgushev Holger Dette Marc Hallin 28 58 0 31 Jan 2014
Nonparametric regression for locally stationary time series M. Vogt AI4TS 48 160 0 18 Feb 2013