Composite Quantile Periodogram for Spectral Analysis

DOI10.1111/JTSA.12143zbMath1417.62263OpenAlexW2154714507MaRDI QIDQ2789389

Yaeji Lim, Hee-Seok Oh

Publication date: 29 February 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12143

zbMATH Keywords

frequencyspectral analysisperiodogramquantilescomposite quantiles

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

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Cites Work

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• The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression
• Laplace Periodogram for Time Series Analysis
• Regression Quantiles
• Quantile Spectral Analysis for Locally Stationary Time Series
• Quantile Periodograms

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