Quantile Spectral Analysis for Locally Stationary Time Series
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Publication:4603803
DOI10.1111/rssb.12231OpenAlexW1480170070MaRDI QIDQ4603803
Stanislav Volgushev, Marc Hallin, Stefan Birr, Tobias Kley, Dette, Holger
Publication date: 19 February 2018
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.4605
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)
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