On Wigner-Ville Spectra and the Uniqueness of Time-Varying Copula-Based Spectral Densities
Birr, Stefan, Dette, Holger, Hallin, Marc, Kley, Tobias, Volgushev, StanislavLanguage:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12252
Date:
September, 2017
File:
PDF, 176 KB
english, 2017