9 citations · 9 across the 4 of their papers we have counts for
3 papers
math.ST2023
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity
Andreas Anastasiou, Tobias Kley
The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the…
math.ST2016
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
Stefan Birr, Holger Dette, Marc Hallin +2
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is established via an asymptotic representation result involving Wigner-Ville spectra.
stat.CO2014★ 9 cited
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package
Tobias Kley
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of attention. Despite a growing literature that contains various estimation proposal…