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
We study a class of quadratic time-frequency representations that, roughly speaking, are obtained by...
International audienceThis chapter presents a survey of some recent methods used in economics and fi...
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of a...
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is establishe...
The uniqueness of the time-varying copula-based spectrum recently proposed by the authors is establi...
Quantile- and copula-related spectral concepts recently have been considered by various authors. Tho...
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
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...
Classical spectral methods are subject to two fundamental limitations: they can account only for cov...
Classical spectral methods are subject to two fundamental limitations: they only can ac-count for co...
Classical spectral methods are subject to two fundamental limitations: they only can account for cov...
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...
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of ...
We study a class of quadratic time-frequency representations that, roughly speaking, are obtained by...
International audienceThis chapter presents a survey of some recent methods used in economics and fi...
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of a...
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is establishe...
The uniqueness of the time-varying copula-based spectrum recently proposed by the authors is establi...
Quantile- and copula-related spectral concepts recently have been considered by various authors. Tho...
In this paper we present an alternative method for the spectral analysis of a strictly stationary ti...
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...
Classical spectral methods are subject to two fundamental limitations: they can account only for cov...
Classical spectral methods are subject to two fundamental limitations: they only can ac-count for co...
Classical spectral methods are subject to two fundamental limitations: they only can account for cov...
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...
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of ...
We study a class of quadratic time-frequency representations that, roughly speaking, are obtained by...
International audienceThis chapter presents a survey of some recent methods used in economics and fi...
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of a...
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