Statistical inference for quantiles in the frequency domain

DOI10.1007/S11203-017-9166-4MaRDI QIDQ1687327zbMATH OpenOpenAlexFDO

Authors Yan Liu

Publication date 22 December 2017

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-017-9166-4

zbMATH Keywords

asymptotic distributionperiodogramstationary processfrequency domainquantile test

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Estimating the frequency of a periodic function
• Laplace Periodogram for Time Series Analysis
• Limiting behavior of functionals of higher-order sample cumulant spectra
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
• On estimation of the integrals of the fourth order cumulant spectral density
• On frequency estimation
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz
• Quantile Spectral Analysis for Locally Stationary Time Series
• Quantile periodograms
• Quantile regression.
• Quantile spectral processes: asymptotic analysis and inference
• TESTS OF FIT IN TIME SERIES
• The estimation and tracking of frequency
• The estimation of frequency
• Time series. Data analysis and theory.

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