Quantile spectral analysis and long-memory time series
Keyword(s):
An approach to time series model identification is described which involves the simultaneous use of frequency, time and quantile domain algorithms; the approach is called quantile spectral analysis. It proposes a framework to integrate the analysis of long-memory (non-stationary) time series with the analysis of short-memory (stationary) time series.
1986 ◽
Vol 23
(A)
◽
pp. 41-54
◽
Keyword(s):
Keyword(s):
2017 ◽
Vol 79
(5)
◽
pp. 1619-1643
◽
Keyword(s):
1952 ◽
Vol 38
(6)
◽
pp. 519-521
◽
Keyword(s):
2001 ◽
Vol 38
(A)
◽
pp. 105-121
◽