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stat.ME2024★ 3 cited
Spline Autoregression Method for Estimation of Quantile Spectrum
Ta-Hsin Li
The quantile spectrum was introduced in Li (2012; 2014) as an alternative tool for spectral analysis of time series. It has the capability of providing a richer view of time series…
stat.ME2024
Quantile-Crossing Spectrum and Spline Autoregression Estimation
Ta-Hsin Li
The quantile-crossing spectrum is the spectrum of quantile-crossing processes created from a time series by the indicator function that shows whether or not the time series lies ab…