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Tobias Kley
Tobias Kley
Georg-August-Universität Göttingen
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Cited by
Cited by
Year
Quantile coherency: A general measure for dependence between cyclical economic variables
J Baruník, T Kley
The Econometrics Journal 22 (2), 131-152, 2019
1132019
Of copulas, quantiles, ranks and spectra: An -approach to spectral analysis
H Dette, M Hallin, T Kley, S Volgushev
762015
Quantile spectral processes: Asymptotic analysis and inference
T Kley, S Volgushev, H Dette, M Hallin
722016
Quantile spectral analysis for locally stationary time series
S Birr, S Volgushev, T Kley, H Dette, M Hallin
Journal of the Royal Statistical Society: Series B, 2014
362014
A new approach for open‐end sequential change point monitoring
J Gösmann, T Kley, H Dette
Journal of Time Series Analysis 42 (1), 63-84, 2021
292021
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package
T Kley
Journal of Statistical Software 70 (3), 1-27, 2016
272016
Quantile Cross-Spectral Measures of Dependence between Economic Variables
J Baruník, T Kley
arXiv preprint arXiv:1510.06946, 2015
192015
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
T Kley, P Preuß, P Fryzlewicz
122019
Quantile-Based Spectral Analysis: asymptotic theory and computation
T Kley
Ruhr University Bochum, 2014
8*2014
Model assessment for time series dynamics using copula spectral densities: A graphical tool
S Birr, T Kley, S Volgushev
Journal of Multivariate Analysis 172, 122-146, 2019
62019
Quantile spectral analysis for locally stationary time series
S Skowronek
Deutsche Nationalbibliothek, 2014
32014
On Wigner–Ville spectra and the uniqueness of time-varying copula-based spectral densities
S Birr, H Dette, M Hallin, T Kley, S Volgushev
Journal of Time Series Analysis 39 (3), 242-250, 2018
22018
On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities
S Birr, H Dette, M Hallin, T Kley, S Volgushev
arXiv preprint arXiv:1611.07253, 2016
12016
The integrated copula spectrum
Y Goto, T Kley, R Van Hecke, S Volgushev, H Dette, M Hallin
The Annals of Statistics 50 (6), 3563-3591, 2022
2022
Package ‘forecastSNSTS’
T Kley, P Preuss, P Fryzlewicz, MT Kley
2019
Asymptotic Theory for Copula Rank-Based Periodograms
T Kley, S Volgushev, H Dette, M Hallin
19th European Young Statisticians Meeting, 70, 2015
2015
SFB 823
T Kley, H Dette, M Hallin
Finite sample distributional error bounds for empirical autocovariances and cross-covariances
A Anastasiou, T Kley
and Probability
MG RIEDLER, M THIEULLEN, C JENTSCH, M PAULY, E BOISSARD, ...
Quantile-Based Spectral Analysis of Time Series [R package quantspec version 1.2-0]
T Kley
Comprehensive R Archive Network (CRAN), 0
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Articles 1–20