Kley, Tobias

1. Quantile Spectral Analysis for Locally Stationary Time Series
   2014/04/17 by Stefan Birr, Stanislav Volgushev, Birr, Stefan +7 · 2 citations
   Mathematics · Economics, Econometrics and Finance · #Statistical Methods and Inference #Financial Risk and Volatility Modeling #Statistical and numerical algorithms
2. Predictive, finite-sample model choice for time series under stationarity and non-stationarity
   2016/11/14 by Kley, Tobias, Preuß, Philip, Fryzlewicz, Piotr · 2 citations
   #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
3. Quantile Coherency: A General Measure for Dependence between Cyclical\n Economic Variables
   2015/10/23 by Jozef Baruník, Baruník, Jozef, Tobias Kley +1 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
4. A new approach for open-end sequential change point monitoring
   2019/06/03 by Gösmann, Josua, Kley, Tobias, Dette, Holger · 1 citation
   #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)