Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package
Quantile-based approaches to the spectral analysis of time series have recently attracted a lot of attention. Several methods for estimation have been proposed in the literature and their statistical properties were analyzed. Yet, so far, neither a systematic method for computation nor a comprehensi...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2016-04-01
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| Series: | Journal of Statistical Software |
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| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2616 |