On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
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Publication:4640218
DOI10.1111/jtsa.12252zbMath1392.62261arXiv1611.07253OpenAlexW2752924822MaRDI QIDQ4640218
Stanislav Volgushev, Tobias Kley, Stefan Birr, Marc Hallin, Dette, Holger
Publication date: 16 May 2018
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.07253
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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