Stefan Birr

Ruhr University of Bochum

Faculty of Management and Economics

Chair of International Economics

Bochum, 44780

Germany

  • Ruhr University of Bochum

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On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities

Journal of Time Series Analysis, Vol. 39, Issue 3, pp. 242-250, 2018
Number of pages: 9 Posted: 16 Apr 2018
Stefan Birr, Holger Dette, Marc Hallin, Tobias Kley and Stanislav Volgushev
Ruhr University of Bochum, Ruhr University of Bochum - Faculty of Mathematics, ECARES, Universite Libre de Bruxelles, London School of Economics & Political Science (LSE) - Department of Statistics and Ruhr University of Bochum - Faculty of Mathematics
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Abstract:

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Copula‐based spectrum, Laplace spectrum, quantile spectrum, time‐varying spectrum, Wigner–Ville spectrum