Functions to simulate from the time series models in Kley et. al (2016).
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length of the time series to be returned
ts1 QAR(1) model from Dette et. al (2015).
ts2 AR(2) model from Li (2012):
ts3 ARCH(1) model from Lee and Subba Rao (2012):
Dette, H., Hallin, M., Kley, T. & Volgushev, S. (2015). Of Copulas, Quantiles, Ranks and Spectra: an L1-approach to spectral analysis. Bernoulli, 21(2), 781–831. [cf. http://arxiv.org/abs/1111.7205]
Li, T.-H. (2012). Quantile Periodograms. Journal of the American Statistical Association, 107, 765–776.
Lee, J., & Subba Rao, S. (2012). The Quantile Spectral Density and Comparison based Tests for Nonlinear Time Series. http://arxiv.org/abs/1112.2759.
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