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dc.contributor.authorBirr, Stefan-
dc.contributor.authorDette, Holger-
dc.contributor.authorHallin, Marc-
dc.contributor.authorKley, Tobias-
dc.contributor.authorVolgushev, Stanislav-
dc.date.accessioned2016-11-24T15:35:05Z-
dc.date.available2016-11-24T15:35:05Z-
dc.date.issued2016-
dc.identifier.urihttp://hdl.handle.net/2003/35629-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-17670-
dc.description.abstractThe 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.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;81, 2016en
dc.subjectcopula-based spectrumen
dc.subjectWigner-Ville spectrumen
dc.subjecttime-varying spectrumen
dc.subjectquantile-based spectrumen
dc.subjectLaplace spectrumen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleOn Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densitiesen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
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