quantspec

MaRDI QIDQ26320swMATHCRANFDO

Authors Tobias Kley

Last update 14 July 2020

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.2-3

Official website https://cran.r-project.org/web/packages/quantspec/index.html

Source code repository https://github.com/cran/quantspec

Cites work

• Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation inR: ThequantspecPackage

Cited in

(6)

• A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network
• Quantile spectral processes: asymptotic analysis and inference
• quantilogram
• Bayesian copula spectral analysis for stationary time series
• The integrated copula spectrum
• Quantile-based spectral analysis: asymptotic theory and computation

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