• Citer

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

par Birr, Stefan;Dette, Holger;Hallin, Marc ;Kley, Tobias;Volgushev, Stanislav
Référence Journal of time series analysis, 39, 3, page (242-250)
Publication Publié, 2018-05

Article révisé par les pairs

• Détails
• Contenu

Résumé :

The uniqueness of the time-varying copula-based spectrum recently proposed by the authors is established via an asymptotic representation result involving Wigner–Ville spectra.