quantspec

MaRDI QIDQ26320swMATHCRANFDO

Authors Tobias Kley

Last update 11 July 2024

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

Software version identifier 1.2-3, PACKAGES.rds, 0.1, 0.2, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.1-0, 1.2-0, 1.2-1, 1.2-2, 1.2-3, 1.2-4

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

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

Description

Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03> for a description and tutorial.

Cites work

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

Cited in

(6)

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

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