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Dr Tobias KleyBScIS, MScIS, Dipl.-Math., Dr. rer. nat.

Lecturer in Statistical Science

1 - 8 out of 8Page size: 10
  1. 2019
  2. Published

    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

  3. Published

    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

  4. Published

    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

  5. 2018
  6. Published

    On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities

    Birr, S., Dette, H., Hallin, M., Kley, T. & Volgushev, S., May 2018, In : Journal of Time Series Analysis. 39, 3, p. 242-250 9 p.

    Research output: Contribution to journalArticle

  7. 2017
  8. Published

    Quantile spectral analysis for locally stationary time series

    Birr, S., Volgushev, S., Kley, T., Dette, H. & Hallin, M., Nov 2017, In : Journal of the Royal Statistical Society: Series B. 79, 5, p. 1619-1643 25 p.

    Research output: Contribution to journalArticle

  9. 2016
  10. Published

    Quantile-based spectral analysis in an object-oriented framework and a reference implementation in R: the quantspec Package

    Kley, T., 4 Apr 2016, In : Journal of Statistical Software. 70, 3, p. 1-27 27 p.

    Research output: Contribution to journalArticle

  11. Published

    Quantile spectral processes: asymptotic analysis and inference

    Kley, T., Volgushev, S., Dette, H. & Hallin, M., 2016, In : Bernoulli. 22, 3, p. 1770-1807

    Research output: Contribution to journalArticle

  12. 2015
  13. Published

    Of copulas, quantiles, ranks and spectra: an L1-approach to spectral analysis

    Dette, H., Hallin, M., Kley, T. & Volgushev, S., 2015, In : Bernoulli. 21, 2, p. 781-831

    Research output: Contribution to journalArticle