A Semi-Parametric Estimation Method for the Quantile Spectrum with an Application to Earthquake Classification Using Convolutional Neural Network

16 Oct 2019Tianbo ChenYing SunTa-Hsin Li

In this paper, a new estimation method is introduced for the quantile spectrum, which uses a parametric form of the autoregressive (AR) spectrum coupled with nonparametric smoothing. The method begins with quantile periodograms which are constructed by trigonometric quantile regression at different quantile levels, to represent the serial dependence of time series at various quantiles... (read more)

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