CepReg: A Cepstral Model for Covariate-Dependent Time Series
Qi Xia, Zeda Li · 2025
Modeling associations between covariates and power spectra of replicated time series using a cepstral-based semiparametric framework. Implements a fast two-stage estimation procedure via Whittle likelihood and multivariate regression.The methodology is based on Li and Dong (2025) .