Tobias Kley



Sprechzeiten:

nach Vereinbarung

Arbeitsgebiet:

Zeitreihen

Publikationen

Google Scholar *** ResearchGate

Veröffentlichungen:

Kley, T., Volgushev, S., Dette, H. and Hallin, M. (2015+). Quantile spectral processes: Asymptotic analysis and inference. Erscheint in Bernoulli.

Dette, H., Hallin, M., Kley, T. and Volgushev, S. (2015). Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis. Bernoulli, Vol. 21(2), 781-831.

Eingereicht:

Kley, T. (2014). Quantile-based spectral analysis in an object-oriented framework and a reference implementation in R. The quantspec Package (PDF).

Skowronek, S,. Volgushev, S., Kley, T., Dette, H. and Hallin, M. (2014). Quantile spectral analysis for locally stationary time series (PDF).

Software:

Kley, T. (2014). quantspec: Quantile-based Spectral Analysis Functions. R package (CRAN, GitHub).

Theses:

Kley T. (2014). Quantile-based spectral analysis : asymptotic theory and computation. (PDF)