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Tobias Kley - Author Profile - zbMATH Open

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Author ID: kley.tobias Recent zbMATH articles by "Kley, Tobias"
Published as: Kley, Tobias
External Links: MGP · Wikidata

Citations contained in zbMATH Open

10 Publications have been cited 106 times in 64 Documents Cited by Year
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav

27

2015

Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc

22

2016

Quantile spectral analysis for locally stationary time series. Zbl 06840449
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc

16

2017

A new approach for open-end sequential change point monitoring. Zbl 1468.62338
Gösmann, Josua; Kley, Tobias; Dette, Holger

10

2021

Predictive, finite-sample model choice for time series under stationarity and non-stationarity. Zbl 1432.62323
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr

9

2019

Quantile coherency: a general measure for dependence between cyclical economic variables. Zbl 07547363
Baruník, Jozef; Kley, Tobias

8

2019

Model assessment for time series dynamics using copula spectral densities: a graphical tool. Zbl 1433.62253
Birr, Stefan; Kley, Tobias; Volgushev, Stanislav

4

2019

Quantile-based spectral analysis: asymptotic theory and computation. Zbl 1331.62005
Kley, Tobias

3

2014

On Wigner-Ville spectra and the uniqueness of time-varying copula-based spectral densities. Zbl 1392.62261
Birr, Stefan; Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav

1

2018

The integrated copula spectrum. Zbl 1539.62269
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, Stanislav; Dette, Holger; Hallin, Marc

1

2022

The integrated copula spectrum. Zbl 1539.62269
Goto, Yuichi; Kley, Tobias; Van Hecke, Ria; Volgushev, Stanislav; Dette, Holger; Hallin, Marc

1

2022

A new approach for open-end sequential change point monitoring. Zbl 1468.62338
Gösmann, Josua; Kley, Tobias; Dette, Holger

10

2021

Predictive, finite-sample model choice for time series under stationarity and non-stationarity. Zbl 1432.62323
Kley, Tobias; Preuß, Philip; Fryzlewicz, Piotr

9

2019

Quantile coherency: a general measure for dependence between cyclical economic variables. Zbl 07547363
Baruník, Jozef; Kley, Tobias

8

2019

Model assessment for time series dynamics using copula spectral densities: a graphical tool. Zbl 1433.62253
Birr, Stefan; Kley, Tobias; Volgushev, Stanislav

4

2019

On Wigner-Ville spectra and the uniqueness of time-varying copula-based spectral densities. Zbl 1392.62261
Birr, Stefan; Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav

1

2018

Quantile spectral analysis for locally stationary time series. Zbl 06840449
Birr, Stefan; Volgushev, Stanislav; Kley, Tobias; Dette, Holger; Hallin, Marc

16

2017

Quantile spectral processes: asymptotic analysis and inference. Zbl 1369.62245
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc

22

2016

Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis. Zbl 1337.62286
Dette, Holger; Hallin, Marc; Kley, Tobias; Volgushev, Stanislav

27

2015

Quantile-based spectral analysis: asymptotic theory and computation. Zbl 1331.62005
Kley, Tobias

3

2014

all top 5

Cited by 117 Authors

8 Dette, Holger
6 Kley, Tobias
6 Volgushev, Stanislav
5 Zhang, Shibin
4 Hallin, Marc
4 Vilar, José Antonio
3 Lafuente-Rego, Borja
3 Subba Rao, Suhasini
2 Birr, Stefan
2 D’Urso, Pierpaolo
2 Goto, Yuichi
2 Holmes, Mark P.
2 Kojadinovic, Ivan
2 Lévy-Leduc, Céline
2 Li, Tahsin
2 Linton, Oliver Bruce
2 López-Oriona, Ángel
2 Reisen, Valdério Anselmo
2 Stoehr, Christina
2 Van Hecke, Ria
2 Whang, Yoon-Jae
2 Yang, Junho
1 Adekoya, Oluwasegun B.
1 Anastasiou, Andreas
1 Bahraoui, Tarik
1 Basu, Sumanta
1 Będowska-Sójka, Barbara
1 Bellegem, Sébastien
1 Bouezmarni, Taoufik
1 Breitung, Jorg
1 Bruce, Scott A.
1 Chen, Tianbo
1 Conlon, Thomas E.
1 Corbet, Shaen
1 Craiu, Radu V.
1 Das, Sourav
1 Ding, Xiucai
1 Djouani, Karim
1 Edelmann, Dominic
1 Escanciano, Juan Carlos
1 Fajardo, F. A.
1 Fokianos, Konstantinos
1 Fougères, Anne-Laure
1 Fryzlewicz, Piotr
1 Galvao, Antonio F. jun.
1 Genest, Christian
1 Ghaemi Asl, Mahdi
1 Gösmann, Josua
1 Gu, Jiaying
1 Guhr, Thomas
1 Han, Heejoon
1 Heinrichs, Florian
1 Heiny, Johannes
1 Hualde, Javier
1 Jin, Lei
1 Jordanger, Lars Arne
1 Killick, Rebecca
1 Kirch, Claudia
1 Kliber, Agata
1 Knight, Marina I.
1 Laidroo, Laivi
1 Lee, Ji Hyung
1 Lee, Sangyeol
1 Levi, Evgeny
1 Li, Zeda
1 Lim, Yaeji
1 Liu, Yan
1 Madrid-Padilla, Oscar-Hernan
1 McGee, Richard J.
1 McNeil, Alexander J.
1 Medkour, Tarek
1 Meintanis, Simos George
1 Meziani, Aymen
1 Mies, Fabian
1 Mohammadi, Mohammad Hassan
1 Nason, Guy P.
1 Nešlehová, Johanna G.
1 Ning, Wei
1 Nunes, Matthew A.
1 Oh, Heeseok
1 Oka, Tatsushi
1 Otto, Sven
1 Pitsillou, Maria
1 Pretorius, Charl
1 Preuß, Philip
1 Qin, Yingli
1 Rabhi, Yassir
1 Rashidi, Muhammad Mahdi
1 Rinaldo, Alessandro
1 Roueff, François
1 Sang, Peijun
1 Schäfer, Rudi
1 Scherer, Matthias
1 Schmitt, Thilo A.
1 Shao, Xiaofeng
1 Shi, Peng
1 Solci, Carlo Corrêa
1 Sun, Ying
1 Taniguchi, Masanobu
1 Taqqu, Murad S.
...and 17 more Authors

Citations by Year