| Quantile coherency: A general measure for dependence between cyclical economic variables J Baruník, T Kley The Econometrics Journal 22 (2), 131-152, 2019 | 113 | 2019 |
| Of copulas, quantiles, ranks and spectra: An -approach to spectral analysis H Dette, M Hallin, T Kley, S Volgushev | 76 | 2015 |
| Quantile spectral processes: Asymptotic analysis and inference T Kley, S Volgushev, H Dette, M Hallin | 72 | 2016 |
| 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 | 36 | 2014 |
| 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 | 29 | 2021 |
| 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 | 27 | 2016 |
| Quantile Cross-Spectral Measures of Dependence between Economic Variables J Baruník, T Kley arXiv preprint arXiv:1510.06946, 2015 | 19 | 2015 |
| Predictive, finite-sample model choice for time series under stationarity and non-stationarity T Kley, P Preuß, P Fryzlewicz | 12 | 2019 |
| 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 | 6 | 2019 |
| Quantile spectral analysis for locally stationary time series S Skowronek Deutsche Nationalbibliothek, 2014 | 3 | 2014 |
| 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 | 2 | 2018 |
| 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 | 1 | 2016 |
| 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 | | |
