  For second order stationary processes, the spectral distribution function is
uniquely deter- mined by the autocovariance functions of the processes. We
define the quantiles of the spectral distribution function and propose two
estimators for the quantiles. Asymptotic properties of both estimators are
elucidated and the difference from the quantile estimators in time do- main is
also indicated. We construct a testing procedure of quantile tests from the
asymptotic distribution of the estimators and strong statistical power is shown
in our numerical studies.
