Pages that link to "Item:Q2348726"

The following pages link to Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726):

Displaying 19 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network (Q829707) (← links)
• Statistical inference for quantiles in the frequency domain (Q1687327) (← links)
• Bayesian copula spectral analysis for stationary time series (Q1727902) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
• Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Automatic estimation of spatial spectra via smoothing splines (Q2135879) (← links)
• Discriminant analysis based on binary time series (Q2189750) (← links)
• Penalised quantile periodogram for spectral estimation (Q2301105) (← links)
• Clustering of time series using quantile autocovariances (Q2418275) (← links)
• Composite Quantile Periodogram for Spectral Analysis (Q2789389) (← links)
• QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES (Q3460678) (← links)
• Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
• QUANTILE PERIODOGRAM AND TIME‐DEPENDENT VARIANCE (Q5176760) (← links)
• Finding our way in the dark: approximate MCMC for approximate Bayesian methods (Q6121616) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)