Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Birr, Stefan | - |
dc.contributor.author | Dette, Holger | - |
dc.contributor.author | Hallin, Marc | - |
dc.contributor.author | Kley, Tobias | - |
dc.contributor.author | Volgushev, Stanislav | - |
dc.date.accessioned | 2016-11-24T15:35:05Z | - |
dc.date.available | 2016-11-24T15:35:05Z | - |
dc.date.issued | 2016 | - |
dc.identifier.uri | http://hdl.handle.net/2003/35629 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-17670 | - |
dc.description.abstract | The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is established via an asymptotic representation result involving Wigner-Ville spectra. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB823;81, 2016 | en |
dc.subject | copula-based spectrum | en |
dc.subject | Wigner-Ville spectrum | en |
dc.subject | time-varying spectrum | en |
dc.subject | quantile-based spectrum | en |
dc.subject | Laplace spectrum | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_8116_SFB823_Birr_Dette_Hallin_Kley_Volgushev.pdf | DNB | 164.42 kB | Adobe PDF | View/Open |
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