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Quantile Spectral Analysis for Locally Stationary Time Seri..:

Birr, Stefan ; Volgushev, Stanislav ; Kley, Tobias..
Journal of the Royal Statistical Society Series B: Statistical Methodology.  79 (2017)  5 - p. 1619-1643 , 2017
Link: https://doi.org/10.1111/rssb.12231