Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in<i>R</i>: The<b>quantspec</b>Package

Tobias Kley

Type: Article

Publication Date: 2016-01-01

Citations: 57

DOI: https://doi.org/10.18637/jss.v070.i03

View Publication

Locations

Journal of Statistical Software - View
arXiv (Cornell University) - View
Bristol Research (University of Bristol) - View - PDF
DOAJ (DOAJ: Directory of Open Access Journals) - View

Similar Works

Action	Title	Year	Authors
+	Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package	2014	Tobias Kley
+ PDF Chat	Spline Autoregression Method for Estimation of Quantile Spectrum	2024	Ta‐Hsin Li
+	Spectral Analysis for Univariate Time Series	2020	Donald B. Percival Andrew T. Walden
+	Spectral Analysis for Univariate Time Series	2020	Donald B. Percival Andrew T. Walden
+ PDF Chat	Robust Spectral Analysis	2011	Andreas Hagemann
+	Robust Spectral Analysis	2011	Andreas Hagemann
+	Robust Spectral Analysis	2011	Andreas Hagemann
+	QUANTILE REGRESSION METHODS IN FUNCTIONAL DATA ANALYSIS	2017	Dengdeng Yu
+	Kapitel 3 Statistische Analyse einzelner Zeitreihen: Univariate Box/Jenkins-Modelle	2005	Helmut Thome
+	Quantile Processes	2014	Miklós Csörgő
+	Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra	2022	Ta‐Hsin Li
+	SPECTRAN, a Set of Matlab Programs for Spectral Analysis	2012	Martyna Marczak Vı́ctor Gómez
+ PDF Chat	Qtools: A Collection of Models and Tools for Quantile Inference	2016	Marco Geraci
+	Quantile	2014	R. L. Eubank
+	A multivariate multi-timescale quantile-quantile bias correction approach	2015	Raj Mehrotra Ashish Sharma
+	Comparing FPCA Based on Conditional Quantile Functions and FPCA Based on Conditional Mean Function	2019	M. Ruggieri Francesca Di Salvo Antonella Plaia
+	Quantile Estimation	2014	C.E. Davis Seth M. Steinberg
+	Quantile Spectral Processes: Asymptotic Analysis and Inference	2014	Tobias Kley Stanislav Volgushev Holger Dette Marc Hallin
+	Quantile spectral processes: Asymptotic analysis and inference	2016	Tobias Kley Stanislav Volgushev Holger Dette Marc Hallin
+ PDF Chat	CONTRIBUTIONS TO ESTIMATION AND MODELING USING QUANTILES	2020	Dilanka S. Dedduwakumara

Works That Cite This (20)

Action	Title	Year	Authors
+	Retrospective study of the first wave of COVID-19 in Spain: analysis of counterfactual scenarios	2021	Benjamin Steinegger Clara Granell Giacomo Rapisardi Sergio Gómez Joan T. Matamalas David Soriano‐Paños Jesús Gómez‐Gardeñes Àlex Arenas
+ PDF Chat	On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities	2017	Stefan Birr Holger Dette Marc Hallin Tobias Kley Stanislav Volgushev
+ PDF Chat	A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network	2020	Tianbo Chen Ying Sun Ta‐Hsin Li
+	Model assessment for time series dynamics using copula spectral densities: A graphical tool	2019	Stefan Birr Tobias Kley Stanislav Volgushev
+ PDF Chat	The integrated copula spectrum	2022	Yu‐ichi Goto Tobias Kley Ria Van Hecke Stanislav Volgushev Holger Dette Marc Hallin
+	Serial interval, basic reproduction number and prediction of COVID-19 epidemic size in Jodhpur, India	2020	Suman Saurabh Mahendra Kumar Verma Vaishali Gautam Akhil Dhanesh Goel Manoj Kumar Gupta Pankaj Bhardwaj Sanjeev Misra
+	Testing the Equality Hypothesis on a Cross-Covariance Matrix	2019	Xiaomei Chen Shibin Zhang
+	On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities	2016	Stefan Birr Holger Dette Marc Hallin Tobias Kley Stanislav Volgushev
+	Quantile-based fuzzy clustering of multivariate time series in the frequency domain	2022	Ángel López-Oriona José A. Vilar Pierpaolo D'Urso
+	Fly wing evolutionary rate is a near-isometric function of mutational variation	2020	David Houle Geir H. Bolstad Thomas F. Hansen

Works Cited by This (13)

Action	Title	Year	Authors
+ PDF Chat	Quantile Spectral Analysis for Locally Stationary Time Series	2017	Stefan Birr Stanislav Volgushev Tobias Kley Holger Dette Marc Hallin
+	Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis	2015	Holger Dette Marc Hallin Tobias Kley Stanislav Volgushev
+ PDF Chat	Robust Spectral Analysis	2011	Andreas Hagemann
+	The quantile spectral density and comparison based tests for nonlinear time series	2011	Junbum Lee Suhasini Subba Rao
+ PDF Chat	Generalized Spectral Tests for Serial Dependence	2000	Yongmiao Hong
+	Robust M-periodogram	1998	Vladimir Katkovnik
+	Some Limit Theory for the Self-normalised Periodogram of Stable Processes	1994	Claudia Klüppelberg Thomas Mikosch
+	Robust Estimation of Power Spectra	1979	Beat Kleiner R. Douglas Martin David J. Thomson
+	Quantile spectral processes: Asymptotic analysis and inference	2016	Tobias Kley Stanislav Volgushev Holger Dette Marc Hallin
+	Quantile Periodograms	2012	Ta‐Hsin Li