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Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis

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References

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Cited by

2018An Updated Literature Review of Distance Correlation and Its Applications to Time Series57 cited
2016Quantile spectral processes: Asymptotic analysis and inference

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46 cited

2017Quantile Spectral Analysis for Locally Stationary Time Series42 cited

2019Quantile coherency: A general measure for dependence between cyclical economic variables28 cited

2015Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables23 cited