Voie du Roman Pay
34 B-1348 Louvain-La-Neuve, 1348
Catholic University of Louvain - Department of Statistics
locally stationary dynamic factor models, volatility, financial connectedness
Conditional quantile, time series, shape preserving wavelet estimation, B-splines, multivariate process.
Multivariate time series, cross‐coherence, dual frequency coherence, Fourier transform, harmonizable processes, evolutionary coherence, Loève spectrum, spectral analysis
Spectral density estimation, wavelet thresholding, wavelet‐Fisz, periodogram, Besov spaces, smoothing
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