Office hours

by appointment

Research Interests

Time series


Google Scholar *** ResearchGate


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


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


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