Quantile-Frequency Analysis (QFA) of Time Series
Quantile Autocovariance Function (QACF)
Quantile Periodogram (QPER)
Quantile Series (QSER)
Quantile-Frequency Plot
Kullback-Leibler Divergence of Quantile Spectral Estimate
Quantile Periodogram (QPER)
Quantile Periodogram Type II (QPER2)
Quantile Series (QSER)
Autoregression (AR) Model of Quantile Series
ACF of Quantile Series (QSER) or Quantile-Crossing Series (QCACF)
Bootstrap Simulation of SAR Coefficients for Testing Equality of Grang...
Wald Test and Confidence Band for Equality of Granger-Causality in Two...
Periodogram (PER)
Quantile Autocovariance Function (QACF)
Quantile-Crossing Series (QCSER)
Quantile Discrete Fourier Transform (QDFT)
Spline Autoregression (SAR) Model of Quantile Series
Autoregression (AR) Estimator of Quantile Spectrum
Lag-Window (LW) Estimator of Quantile Spectrum
Spline Autoregression (SAR) Estimator of Quantile Spectrum
Quantile Coherence Spectrum
Bootstrap Simulation of SAR Coefficients for Granger-Causality Analysi...
Extraction of SAR Coefficients for Granger-Causality Analysis
Wald Test and Confidence Band for Granger-Causality Analysis
Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series Give...
Spline Quantile Discrete Fourier Transform (SQDFT) of Time Series
Spline Quantile Regression (SQR) by Gradient Algorithms
Spline Quantile Regression (SQR)
Spline Quantile Regression (SQR) by formula
Trigonometric Quantile Regression (TQR)
Trigonometric Spline Quantile Regression (TSQR) 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>. [6] Li, T.-H., and Megiddo, N. (2025) "Spline quantile regression," <doi:10.48550/arXiv.2501.03883>.