The uniqueness of the time-varying copula-based spectrum recently proposed by the authors is established via an asymptotic representation result involving Wigner–Ville spectra.SCOPUS: cp.jinfo:eu-repo/semantics/publishe
Conference PaperIn this paper, we introduce a new set of tools for time-varying spectral analysis: t...
Journal PaperIn this paper, we introduce a new set of tools for time-varying spectral analysis: the ...
International audienceWe review ideas on temporal dependencies and recurrences in discrete time seri...
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is establishe...
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is establish...
Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis....
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
Quantile-and copula-related spectral concepts recently have been considered by various authors. Thos...
Abstmct-The Wigner-Ville spectrum has been recently introduced as the unique generalized spectrum fo...
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
We review some recent results on the statistical properties of the spectrum of Wigner matrices. In p...
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
The paper deals with analysis and time-frequency representation of multicomponent signals characteri...
Abstract. The purpose of this paper is to discuss several fundamental issues in the theory of time‐d...
International audienceThis chapter presents a survey of some recent methods used in economics and fi...
Conference PaperIn this paper, we introduce a new set of tools for time-varying spectral analysis: t...
Journal PaperIn this paper, we introduce a new set of tools for time-varying spectral analysis: the ...
International audienceWe review ideas on temporal dependencies and recurrences in discrete time seri...
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is establishe...
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is establish...
Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis....
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
Quantile-and copula-related spectral concepts recently have been considered by various authors. Thos...
Abstmct-The Wigner-Ville spectrum has been recently introduced as the unique generalized spectrum fo...
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
We review some recent results on the statistical properties of the spectrum of Wigner matrices. In p...
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
The paper deals with analysis and time-frequency representation of multicomponent signals characteri...
Abstract. The purpose of this paper is to discuss several fundamental issues in the theory of time‐d...
International audienceThis chapter presents a survey of some recent methods used in economics and fi...
Conference PaperIn this paper, we introduce a new set of tools for time-varying spectral analysis: t...
Journal PaperIn this paper, we introduce a new set of tools for time-varying spectral analysis: the ...
International audienceWe review ideas on temporal dependencies and recurrences in discrete time seri...
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