most citedQuantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package

9 citations · 9 across the 2 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

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.