FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1480170070> ?p ?o ?g. }

• W1480170070 endingPage "1643" @default.
• W1480170070 startingPage "1619" @default.
• W1480170070 abstract "Summary Classical spectral methods are subject to two fundamental limitations: they can account only for covariance-related serial dependences, and they require second-order stationarity. Much attention has been devoted lately to quantile-based spectral methods that go beyond covariance-based serial dependence features. At the same time, covariance-based methods relaxing stationarity into much weaker local stationarity conditions have been developed for a variety of time series models. Here, we combine those two approaches by proposing quantile-based spectral methods for locally stationary processes. We therefore introduce a time varying version of the copula spectra that have been recently proposed in the literature, along with a suitable local lag window estimator. We propose a new definition of local strict stationarity that allows us to handle completely general non-linear processes without any moment assumptions, thus accommodating our quantile-based concepts and methods. We establish a central limit theorem for the new estimators and illustrate the power of the proposed methodology by means of a simulation study. Moreover, in two empirical studies (namely of the Standard & Poor's 500 series and a temperature data set recorded in Hohenpeissenberg), we demonstrate that the new approach detects important variations in serial dependence structures both across time and across quantiles. Such variations remain completely undetected and are actually undetectable, via classical covariance-based spectral methods." @default.
• W1480170070 created "2016-06-24" @default.
• W1480170070 creator A5018717978 @default.
• W1480170070 creator A5023975521 @default.
• W1480170070 creator A5060533717 @default.
• W1480170070 creator A5060734352 @default.
• W1480170070 creator A5076724180 @default.
• W1480170070 date "2017-03-27" @default.
• W1480170070 modified "2023-10-03" @default.
• W1480170070 title "Quantile Spectral Analysis for Locally Stationary Time Series" @default.
• W1480170070 cites W1591244523 @default.
• W1480170070 cites W1669295700 @default.
• W1480170070 cites W1754585309 @default.
• W1480170070 cites W1986788466 @default.
• W1480170070 cites W1988224925 @default.
• W1480170070 cites W1990139510 @default.
• W1480170070 cites W1993618247 @default.
• W1480170070 cites W1994109378 @default.
• W1480170070 cites W1995260383 @default.
• W1480170070 cites W1997029252 @default.
• W1480170070 cites W2016564773 @default.
• W1480170070 cites W2020061675 @default.
• W1480170070 cites W2021193403 @default.
• W1480170070 cites W2025512415 @default.
• W1480170070 cites W2041687729 @default.
• W1480170070 cites W2053933740 @default.
• W1480170070 cites W2056724145 @default.
• W1480170070 cites W2062831541 @default.
• W1480170070 cites W2072254976 @default.
• W1480170070 cites W2076020937 @default.
• W1480170070 cites W2076876316 @default.
• W1480170070 cites W2086478362 @default.
• W1480170070 cites W2109580607 @default.
• W1480170070 cites W2111492463 @default.
• W1480170070 cites W2122751169 @default.
• W1480170070 cites W2126276533 @default.
• W1480170070 cites W2131375261 @default.
• W1480170070 cites W2166447634 @default.
• W1480170070 cites W2169001471 @default.
• W1480170070 cites W3011865677 @default.
• W1480170070 cites W3100818114 @default.
• W1480170070 cites W3101034255 @default.
• W1480170070 cites W3101802582 @default.
• W1480170070 cites W3102144486 @default.
• W1480170070 cites W3103828398 @default.
• W1480170070 cites W3105232361 @default.
• W1480170070 cites W3123616420 @default.
• W1480170070 cites W4250275086 @default.
• W1480170070 cites W4251244897 @default.
• W1480170070 cites W4251523651 @default.
• W1480170070 doi "https://doi.org/10.1111/rssb.12231" @default.
• W1480170070 hasPublicationYear "2017" @default.
• W1480170070 type Work @default.
• W1480170070 sameAs 1480170070 @default.
• W1480170070 citedByCount "26" @default.
• W1480170070 countsByYear W14801700702015 @default.
• W1480170070 countsByYear W14801700702016 @default.
• W1480170070 countsByYear W14801700702017 @default.
• W1480170070 countsByYear W14801700702018 @default.
• W1480170070 countsByYear W14801700702019 @default.
• W1480170070 countsByYear W14801700702020 @default.
• W1480170070 countsByYear W14801700702021 @default.
• W1480170070 countsByYear W14801700702022 @default.
• W1480170070 countsByYear W14801700702023 @default.
• W1480170070 crossrefType "journal-article" @default.
• W1480170070 hasAuthorship W1480170070A5018717978 @default.
• W1480170070 hasAuthorship W1480170070A5023975521 @default.
• W1480170070 hasAuthorship W1480170070A5060533717 @default.
• W1480170070 hasAuthorship W1480170070A5060734352 @default.
• W1480170070 hasAuthorship W1480170070A5076724180 @default.
• W1480170070 hasBestOaLocation W14801700702 @default.
• W1480170070 hasConcept C105795698 @default.
• W1480170070 hasConcept C118671147 @default.
• W1480170070 hasConcept C121332964 @default.
• W1480170070 hasConcept C143724316 @default.
• W1480170070 hasConcept C149782125 @default.
• W1480170070 hasConcept C151730666 @default.
• W1480170070 hasConcept C17618745 @default.
• W1480170070 hasConcept C178650346 @default.
• W1480170070 hasConcept C179254644 @default.
• W1480170070 hasConcept C185429906 @default.
• W1480170070 hasConcept C28826006 @default.
• W1480170070 hasConcept C33923547 @default.
• W1480170070 hasConcept C41008148 @default.
• W1480170070 hasConcept C5297727 @default.
• W1480170070 hasConcept C74650414 @default.
• W1480170070 hasConcept C86803240 @default.
• W1480170070 hasConceptScore W1480170070C105795698 @default.
• W1480170070 hasConceptScore W1480170070C118671147 @default.
• W1480170070 hasConceptScore W1480170070C121332964 @default.
• W1480170070 hasConceptScore W1480170070C143724316 @default.
• W1480170070 hasConceptScore W1480170070C149782125 @default.
• W1480170070 hasConceptScore W1480170070C151730666 @default.
• W1480170070 hasConceptScore W1480170070C17618745 @default.
• W1480170070 hasConceptScore W1480170070C178650346 @default.
• W1480170070 hasConceptScore W1480170070C179254644 @default.
• W1480170070 hasConceptScore W1480170070C185429906 @default.
• W1480170070 hasConceptScore W1480170070C28826006 @default.

• next