qfa:Quantile-Frequency Analysis (QFA) of Time Series
Quantile-frequency analysis (QFA) of time series based on trigonometric quantile regression. Spline quantile regression
(SQR) for regression coefficient estimation. References: [1]
Li, T.-H. (2012) "Quantile periodograms", Journal of the
American Statistical Association, 107, 765–776,
<doi:10.1080/01621459.2012.682815>. [2] Li, T.-H. (2014) Time
Series with Mixed Spectra, CRC Press, <doi:10.1201/b15154> [3]
Li, T.-H. (2022) "Quantile Fourier transform, quantile series,
and nonparametric estimation of quantile spectra",
<doi:10.48550/arXiv.2211.05844>. [4] Li, T.-H. (2024) "Quantile
crossing spectrum and spline autoregression estimation,"
<doi:10.48550/arXiv.2412.02513>. [5] Li, T.-H. (2024) "Spline
autoregression method for estimation of quantile spectrum",
<doi:10.48550/arXiv.2412.17163>.
