Tobias Kley



Sprechzeiten:

Mittwochs von 14-15 Uhr

Arbeitsgebiet:

Zeitreihen

Publikationen

Veröffentlichungen:

Dette, H., Hallin, M., Kley, T. and Volgushev, S. (2014+). Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis. Erscheint in Bernoulli.

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).

Kley, T., Volgushev, S., Dette, H. and Hallin, M. (2014). Quantile spectral processes: Asymptotic analysis and inference, (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)