Hat mitgewirkt an:
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Quantile-based spectral analysis in an object-oriented framework and a reference implementation in R: The quantspec package
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Quantile cross-spectral measures of dependence between economic variables
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Predictive, finite-sample model choice for time series under stationarity and non-stationarity
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On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities