To cite the 'quantspec' package in publications use:
Tobias Kley (2011). quantspec: Quantile-based Spectral Analysis Functions. R package version 0.2.
Dette, H., Hallin, M., Kley, T. & Volgushev, S. (2011) Of Copulas, Quantiles, Ranks and Spectra: an $L_1$-approach to spectral analysis. http://arxiv.org/abs/1111.7205
Corresponding BibTeX entries:
@Manual{,
title = {quantspec: Quantile-based Spectral Analysis Functions},
author = {Tobias Kley},
year = {2011},
note = {R package version 0.2},
}
@Article{,
title = {Of Copulas, Quantiles, Ranks and Spectra: an
$L_1$-approach to spectral analysis},
author = {Holger Dette and Marc Hallin and Tobias Kley and
Stanislav Volgushev},
journal = {arXiv},
year = {2011},
url = {http://arxiv.org/abs/1111.7205},
}