Van Hecke, RiaVolgushev, StanislavDette, Holger2017-03-152017-03-152017http://hdl.handle.net/2003/3585310.17877/DE290R-17877Classical spectral analysis is based on the discrete Fourier transform of the auto-covariances. In this paper we investigate the asymptotic properties of new frequency domain methods where the auto-covariances in the spectral density are replaced by alternative dependence measures which can be estimated by U-statistics. An interesting example is given by Kendall's r , for which the limiting variance exhibits a surprising behavior.enDiscussion Paper / SFB823;6, 2017spectral theoryU-statisticsstrictly stationary time series310330620working paperSpektraldichteU-Statistik