Authors: Birr, Stefan
Dette, Holger
Hallin, Marc
Kley, Tobias
Volgushev, Stanislav
Title: On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities
Language (ISO): en
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.
Subject Headings: copula-based spectrum
Wigner-Ville spectrum
time-varying spectrum
quantile-based spectrum
Laplace spectrum
Issue Date: 2016
Appears in Collections:Sonderforschungsbereich (SFB) 823

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