79 citations · 280 across the 39 of their papers we have counts for
3 papers · 1 filter
Weak convergence of the empirical copula process with respect to weighted metrics
Axel Bücher, Betina Berghaus, Stanislav Volgushev
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results r…
Quantile Spectral Analysis for Locally Stationary Time Series
Stefan Birr, Stanislav Volgushev, Tobias Kley +2
Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity.…
Quantile spectral processes: Asymptotic analysis and inference
Tobias Kley, Stanislav Volgushev, Holger Dette +1
Quantile- and copula-related spectral concepts recently have been considered by various authors. Those spectra, in their most general form, provide a full characterization of the c…