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 |
URI: | http://hdl.handle.net/2003/35629 http://dx.doi.org/10.17877/DE290R-17670 |
Issue Date: | 2016 |
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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