On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities

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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.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.identifier.urihttp://hdl.handle.net/2003/35629
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-17670
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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Sonderforschungsbereich (SFB) 823