Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas
Has parts
Paper I: Lars Arne Jordanger and Dag Tjøstheim. Nonlinear Spectral Analysis: A Local Gaussian Approach. Journal of the American Statistical Association. 117(538), 1010-1027 (2022). The article is available at: https://hdl.handle.net/11250/2766915Paper II: Lars Arne Jordanger and Dag Tjøstheim. Local Gaussian Cross-Spectrum Analysis. Econometrics. 11(2), 12 (2023). The article is available at: https://hdl.handle.net/11250/3112099
Paper III: Lars Arne Jordanger and Dag Tjøstheim. Model selection of copulas: AIC versus a cross validation copula information criterion. Statistics & Probability Letters. 92, 249-255 (2014). The article is available in the main thesis. The article is also available at: http://dx.doi.org/10.1016/j.spl.2014.06.006