On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities

Holger Dette; Marc Hallin; Stanislav Volgushev; Stefan Birr; Tobias Kley

arxiv: 1611.07253 · v1 · pith:KEPLYKW7new · submitted 2016-11-22 · 🧮 math.ST · stat.TH

On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities

Stefan Birr , Holger Dette , Marc Hallin , Tobias Kley , Stanislav Volgushev This is my paper

classification 🧮 math.ST stat.TH

keywords quantile-basedspectratime-varyingunicitywigner-villeasymptoticbirrdensities

0 comments

read the original abstract

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.

This paper has not been read by Pith yet.

On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities

discussion (0)