Quantile spectral processes: asymptotic analysis and inference
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Publication:282565
DOI10.3150/15-BEJ711zbMath1369.62245arXiv1401.8104OpenAlexW3105232361MaRDI QIDQ282565
Tobias Kley, Stanislav Volgushev, Marc Hallin, Dette, Holger
Publication date: 12 May 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.8104
weak convergencetime seriescopulasGaussian processesranksspectral analysisperiodogramGini spectraquantile spectral processes
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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Uses Software
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