Dr Tobias Kley

BScIS, MScIS, Dipl.-Math., Dr. rer. nat.

  • Department of Mathematics University Walk Bristol BS8 1TW

    United Kingdom

  • School of Mathematics

    United Kingdom

  • BS8 1UG

20152019

Research output per year

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Personal profile

Research interests

Tobias’ research focuses on statistical procedures that provide alternatives to and supplement traditional methods by providing additional information. The methods he proposes can be applied in a wide variety of situations and under conditions where other methods fail. His broad interests include, for example, quantile regression, copulas and rank-based procedures applied to the analysis of stationary and non-stationary time series. Besides his methodological work, Tobias passionately implements the methods from his work in a rigorously systematic fashion to provide publicly available and reusable statistical software.

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Research Output

  • 8 Article (Academic Journal)

Model assessment for time series dynamics using copula spectral densities: A graphical tool

Birr, S., Kley, T. & Volgushev, S., 1 Jul 2019, In : Journal of Multivariate Analysis. 172, 209, p. 122-146 25 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
  • 2 Citations (Scopus)
    25 Downloads (Pure)

    Predictive, finite-sample model choice for time series under stationarity and non-stationarity

    Kley, T., Preuß, P. & Fryzlewicz, P., 1 Oct 2019, In : Electronic Journal of Statistics. 13, 2, p. 3710-3774 65 p.

    Research output: Contribution to journalArticle (Academic Journal)

    Open Access
    File
  • 97 Downloads (Pure)

    Quantile coherency: a general measure for dependence between cyclical economic variables

    Baruník, J. & Kley, T., 1 May 2019, In : Econometrics Journal. 22, 2, p. 131-152 utz002.

    Research output: Contribution to journalArticle (Academic Journal)

  • 7 Citations (Scopus)