Using a time-frequency quantile connectedness approach, the main results are as follows: (ⅰ) the dynamic total connectedness indices are found to be heterogenous over the time-frequency space. (ⅱ) Ethereum appears to be both short- and long-run net transmitters of shocks, while both U.S....
Clustering analysis of air temperature time series over Europe : quantile regression approachScotto, ManuelBarbosa, SusanaAlonso, Andres
Estimating noise power spectrum, sorting time frames, calculating the quantile and interpolating values over all remaining frequenciesA method of estimating the noise power spectrum AT(k,t) at frequencies k=0,- , K in an observed noisy signal having a power spectrum X(k,t) comprising the ...