On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities
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Date
2016
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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.
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Keywords
copula-based spectrum, Wigner-Ville spectrum, time-varying spectrum, quantile-based spectrum, Laplace spectrum