On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities
Stefan Birr, Holger Dette, Marc Hallin, Tobias Kley, Stanislav V·2016-11-22·via math.ST updates on arXiv.org
The unicity of the time-varying quantile-based spectrum proposed in Birr et al. (2016) is established via an asymptotic representation result involving Wigner-Ville spectra.