Applications of the Qn Estimator to Time Series (Univariate and Multivariate) R package tsqn version 1.2.0 Time Series Qn is a package with applications of the Qn estimator of Rousseeuw and Croux (1993) <doi:10.1080/01621459.1993.10476408> to univariate and multivariate Time Series in time and frequency domains. More specifically, the robust estimation of autocorrelation or autocovariance matrix functions from Ma and Genton (2000, 2001) <doi:10.1111/1467-9892.00203>, <doi:10.1006/jmva.2000.1942> and Cotta (2017) <doi:10.13140/RG.2.2.14092.10883> are provided. The robust pseudo-periodogram of Molinares et. al. (2009) <doi:10.1016/j.jspi.2008.12.014> is also given. This packages also provides the M-estimator of the long-memory parameter d based on the robustification of the GPH estimator proposed by Reisen et al. (2017) <doi:10.1016/j.jspi.2017.02.008>. Software Depends: R (>= 3.2.3), robustbase, MASS, fracdiff Suggests: knitr, rmarkdown, testthat (>= 3.0.0) Higor Cotta <cotta.higor@gmail.com> Comprehensive R Archive Network (CRAN) Higor Cotta [aut, cre], Valderio Reisen [aut], Pascal Bondon [aut], Céline Lévy-Leduc [aut] GPL (>= 2) 2026-03-16 application/tgz https://CRAN.R-project.org/package=tsqn doi:10.32614/CRAN.package.tsqn