Stefan Birr

Ruhr University of Bochum

Faculty of Management and Economics

Chair of International Economics

Bochum, 44780

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

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
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
Downloads 0 (874,031)

Abstract:

Loading...

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