登录 注册 会员服务 联系我们

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

  • Published:2017-09-06 Issue:3 Volume:39 Page:242-250
  • ISSN:0143-9782
  • Container-title:Journal of Time Series Analysis
  • language:en
  • Short-container-title:Journal of Time Series Analysis

Author:

Birr Stefan1,Dette Holger1ORCID,Hallin Marc2,Kley Tobias3,Volgushev Stanislav4

Affiliation:

1. Department of Mathematics; Ruhr-Universität Bochum; Bochum Germany

2. European Centre for Advanced Research in Economics and Statistics; Université libre de Bruxelles; Brussels Belgium

3. Department of Statistics; London School of Economics; London UK

4. Statistical Sciences; University of Toronto; Toronto Canada

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

1. Quantile spectral analysis for locally stationary time series;Birr;Journal of the Royal Statistical Society: Series B,2017

2. The Wigner distribution: a tool for time frequency signal analysis;Claasen;Philips Journal of Research,1980

3. On the Kullback-Leibler information divergence of locally stationary processes;Dahlhaus;Stochastic Processes and their Applications,1996

4. Fitting time series models to nonstationary processes;Dahlhaus;Annals of Statistics,1997

5. Measures of serial extremal dependence and their estimation;Davis;Stochastic Processes and their Applications,2013

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Graphical models for nonstationary time series;The Annals of Statistics;2023-08-01

2. Effect of Spectral Estimation on Ultrasonic Backscatter Parameters in Measurements of Cancellous Bones;IEEE Access;2019

3. Quantile spectral analysis for locally stationary time series;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2017-03-27
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3