Quantile Cross-Spectral Measures of Dependence between Economic Variables J Baruník, T Kley
arXiv preprint arXiv:1510.06946, 2015
221 * 2015 Quantile spectral processes: Asymptotic analysis and inference T Kley, S Volgushev, H Dette, M Hallin
93 2016 Of copulas, quantiles, ranks and spectra: An H Dette, M Hallin, T Kley, S Volgushev
89 2015 Quantile spectral analysis for locally stationary time series S Birr, S Volgushev, T Kley, H Dette, M Hallin
Journal of the Royal Statistical Society: Series B, 2014
47 2014 A new approach for open‐end sequential change point monitoring J Gösmann, T Kley, H Dette
Journal of Time Series Analysis 42 (1), 63-84, 2021
46 2021 Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package T Kley
Journal of Statistical Software 70 (3), 1-27, 2016
37 2016 Predictive, finite-sample model choice for time series under stationarity and non-stationarity T Kley, P Preuß, P Fryzlewicz
17 2019 Quantile-Based Spectral Analysis: asymptotic theory and computation T Kley
Ruhr University Bochum, 2014
11 * 2014 Model assessment for time series dynamics using copula spectral densities: A graphical tool S Birr, T Kley, S Volgushev
Journal of Multivariate Analysis 172, 122-146, 2019
7 2019 Detection and inference of changes in high-dimensional linear regression with non-sparse structures H Cho, T Kley, H Li
arXiv preprint arXiv:2402.06915, 2024
4 2024 The integrated copula spectrum Y Goto, T Kley, R Van Hecke, S Volgushev, H Dette, M Hallin
The Annals of Statistics 50 (6), 3563-3591, 2022
3 2022 On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities S Birr, H Dette, M Hallin, T Kley, S Volgushev
Journal of Time Series Analysis 39 (3), 242-250, 2018
3 2018 Quantile spectral analysis for locally stationary time series S Skowronek
Deutsche Nationalbibliothek, 2014
3 2014 On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities S Birr, H Dette, M Hallin, T Kley, S Volgushev
arXiv preprint arXiv:1611.07253, 2016
1 2016 Quantile-Based Spectral Analysis of Time Series [R package quantspec version 1.2-0] T Kley
Comprehensive R Archive Network (CRAN), 0
1 Change-point analysis with irregular signals T Kley, YP Liu, H Cao, WB Wu
The Annals of Statistics 52 (6), 2913-2930, 2024
2024 Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity A Anastasiou, T Kley
Journal of Time Series Analysis 45 (3), 361-375, 2024
2024 Package ‘forecastSNSTS’ T Kley, P Preuss, P Fryzlewicz, MT Kley
2019 Asymptotic Theory for Copula Rank-Based Periodograms T Kley, S Volgushev, H Dette, M Hallin
19th European Young Statisticians Meeting, 70, 2015
2015 SFB 823 T Kley, H Dette, M Hallin