Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
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Publication:2348726
DOI10.3150/13-BEJ587zbMath1337.62286arXiv1111.7205OpenAlexW1591244523MaRDI QIDQ2348726
Stanislav Volgushev, Marc Hallin, Tobias Kley, Dette, Holger
Publication date: 15 June 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.7205
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and spectral analysis (62M15)
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Uses Software
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