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Publication - Dr Tobias Kley

    On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities

    Citation

    Birr, S, Dette, H, Hallin, M, Kley, T & Volgushev, S, 2018, ‘On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities’. Journal of Time Series Analysis, vol 39., pp. 242-250

    Abstract

    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.

    Full details in the University publications repository