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Quantile Spectral Analysis for Locally Stationary Time Series - MaRDI portal

Quantile Spectral Analysis for Locally Stationary Time Series (Q4603803)

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scientific article; zbMATH DE number 6840449
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Quantile Spectral Analysis for Locally Stationary Time Series
scientific article; zbMATH DE number 6840449

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    Quantile Spectral Analysis for Locally Stationary Time Series (English)
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    19 February 2018
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    copulas
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    Laplace spectrum
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    non-stationarity
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    periodogram
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    ranks
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