Tobias Kley

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Detection and inference of changes in high-dimensional linear regression with nonsparse structures Journal of the Royal Statistical Society. Series B. Statistical Methodology	2025-11-17	Paper
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity Journal of Time Series Analysis	2024-04-15	Paper
The integrated copula spectrum The Annals of Statistics	2023-01-12	Paper
The integrated copula spectrum The Annals of Statistics	2023-01-12	Paper
Quantile coherency: A general measure for dependence between cyclical economic variables Econometrics Journal	2022-06-24	Paper
The integrated copula spectrum (available as arXiv preprint)	2021-12-13	Paper
A new approach for open‐end sequential change point monitoring Journal of Time Series Analysis	2021-06-30	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity Electronic Journal of Statistics	2019-10-04	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity Electronic Journal of Statistics	2019-10-04	Paper
Model assessment for time series dynamics using copula spectral densities: a graphical tool Journal of Multivariate Analysis	2019-07-02	Paper
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities Journal of Time Series Analysis	2018-05-16	Paper
Quantile Spectral Analysis for Locally Stationary Time Series Journal of the Royal Statistical Society Series B: Statistical Methodology	2018-02-19	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity Electronic Journal of Statistics	2016-11-14	Paper
Predictive, finite-sample model choice for time series under stationarity and non-stationarity Electronic Journal of Statistics	2016-11-14	Paper
Quantile spectral processes: asymptotic analysis and inference Bernoulli	2016-05-12	Paper
Quantile spectral processes: asymptotic analysis and inference Bernoulli	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 (available as arXiv preprint)	2015-10-23	Paper
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis Bernoulli	2015-06-15	Paper
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis Bernoulli	2015-06-15	Paper

Research outcomes over time

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