Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, Stanislav; Dette, Holger; Hallin, Marc The integrated copula spectrum. (English) Zbl 07641137 Ann. Stat. 50, No. 6, 3563-3591 (2022). MSC: 62M15 62G30 62G10 PDFBibTeX XMLCite \textit{Y. Goto} et al., Ann. Stat. 50, No. 6, 3563--3591 (2022; Zbl 07641137) Full Text: DOI arXiv Link
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc Quantile spectral processes: asymptotic analysis and inference. (English) Zbl 1369.62245 Bernoulli 22, No. 3, 1770-1807 (2016). Reviewer: Claudia Kirch (Magdeburg) MSC: 62M15 62M10 62G10 PDFBibTeX XMLCite \textit{T. Kley} et al., Bernoulli 22, No. 3, 1770--1807 (2016; Zbl 1369.62245) Full Text: DOI arXiv Euclid
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. (English) Zbl 1337.62286 Bernoulli 21, No. 2, 781-831 (2015). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M15 62H05 62M10 PDFBibTeX XMLCite \textit{H. Dette} et al., Bernoulli 21, No. 2, 781--831 (2015; Zbl 1337.62286) Full Text: DOI arXiv Euclid