Tobias Kley

Available identifiers

Publication	Date of Publication	Type
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity	2024-04-15	Paper
The integrated copula spectrum	2023-01-12	Paper
Quantile coherency: A general measure for dependence between cyclical economic variables	2022-06-24	Paper
The integrated copula spectrum	2021-12-13	Paper
A new approach for open‐end sequential change point monitoring	2021-06-30	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity	2019-10-04	Paper
Model assessment for time series dynamics using copula spectral densities: a graphical tool	2019-07-02	Paper
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities	2018-05-16	Paper
Quantile Spectral Analysis for Locally Stationary Time Series	2018-02-19	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity	2016-11-14	Paper
Quantile spectral processes: asymptotic analysis and inference	2016-05-12	Paper
Quantile-based spectral analysis: asymptotic theory and computation	2016-02-26	Paper
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables	2015-10-23	Paper
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis	2015-06-15	Paper

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