Tobias Kley

Mathematiker

Born: 1981, Werne

Has participated in:

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
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities

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Tobias Kley

Has participated in:

External links: