Kley, Tobias 1981-
VIAF ID: 220642240 (Personal)
Permalink: http://viaf.org/viaf/220642240
Preferred Forms
- 100 1 _ ‡a Kley, Tobias ‡d 1981-
- 100 1 _ ‡a Kley, Tobias ‡d 1981-
5xx's: Related Names (1)
Works
Title | Sources |
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A new approach for open-end sequential change point monitoring | |
Of copulas, quantiles, ranks and spectra an L1-approach to spectral analysis | |
On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities | |
Predictive, finite-sample model choice for time series under stationarity and non-stationarity | |
Quantile-based spectral analysis in an object-oriented framework and a reference implementation in R: The quantspec package | |
Quantile cross-spectral measures of dependence between economic variables | |
Quantile spectral analysis for locally stationary time series | |
Quantile spectral processes Asymptotic analysis and inference |