Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics
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- Ta‐Hsin Li, 2020. "From zero crossings to quantile‐frequency analysis of time series with an application to nondestructive evaluation," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(6), pages 1111-1130, November.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2019-08-26 (Econometrics)
- NEP-ETS-2019-08-26 (Econometric Time Series)
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