| Quantile Cross-Spectral Measures of Dependence between Economic Variables J Baruník, T Kley arXiv preprint arXiv:1510.06946, 2015 | 196* | 2015 |
| Quantile spectral processes: Asymptotic analysis and inference T Kley, S Volgushev, H Dette, M Hallin | 89 | 2016 |
| Of copulas, quantiles, ranks and spectra: An -approach to spectral analysis H Dette, M Hallin, T Kley, S Volgushev | 84 | 2015 |
| Quantile spectral analysis for locally stationary time series S Birr, S Volgushev, T Kley, H Dette, M Hallin Journal of the Royal Statistical Society: Series B, 2014 | 43 | 2014 |
| A new approach for open‐end sequential change point monitoring J Gösmann, T Kley, H Dette Journal of Time Series Analysis 42 (1), 63-84, 2021 | 42 | 2021 |
| Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package T Kley Journal of Statistical Software 70 (3), 1-27, 2016 | 34 | 2016 |
| Predictive, finite-sample model choice for time series under stationarity and non-stationarity T Kley, P Preuß, P Fryzlewicz | 17 | 2019 |
| Quantile-Based Spectral Analysis: asymptotic theory and computation T Kley Ruhr University Bochum, 2014 | 11* | 2014 |
| Model assessment for time series dynamics using copula spectral densities: A graphical tool S Birr, T Kley, S Volgushev Journal of Multivariate Analysis 172, 122-146, 2019 | 7 | 2019 |
| Quantile spectral analysis for locally stationary time series S Skowronek Deutsche Nationalbibliothek, 2014 | 3 | 2014 |
| On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities S Birr, H Dette, M Hallin, T Kley, S Volgushev Journal of Time Series Analysis 39 (3), 242-250, 2018 | 2 | 2018 |
| Detection and inference of changes in high-dimensional linear regression with non-sparse structures H Cho, T Kley, H Li arXiv preprint arXiv:2402.06915, 2024 | 1 | 2024 |
| The integrated copula spectrum Y Goto, T Kley, R Van Hecke, S Volgushev, H Dette, M Hallin The Annals of Statistics 50 (6), 3563-3591, 2022 | 1 | 2022 |
| On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities S Birr, H Dette, M Hallin, T Kley, S Volgushev arXiv preprint arXiv:1611.07253, 2016 | 1 | 2016 |
| Quantile-Based Spectral Analysis of Time Series [R package quantspec version 1.2-0] T Kley Comprehensive R Archive Network (CRAN), 0 | 1 | |
| Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity A Anastasiou, T Kley Journal of Time Series Analysis 45 (3), 361-375, 2024 | | 2024 |
| Package ‘forecastSNSTS’ T Kley, P Preuss, P Fryzlewicz, MT Kley | | 2019 |
| Asymptotic Theory for Copula Rank-Based Periodograms T Kley, S Volgushev, H Dette, M Hallin 19th European Young Statisticians Meeting, 70, 2015 | | 2015 |
| SFB 823 T Kley, H Dette, M Hallin | | |
| Finite sample distributional error bounds for empirical autocovariances and cross-covariances A Anastasiou, T Kley | | |
