Submitted or Under Revision Articles

  • Cho, H., Kley, T., Li, H. Detection and inference of changes in high-dimensional linear regression with non-sparse structures. arxiv

Peer-Reviewed Journal Articles

  • Kley, T., Liu, Y. P., Cao, H., Wu, W. B. (2024+) Change Point Analysis with Irregular Signals. Annals of Statistics. arXiv

  • Anastasiou, A., Kley, T. (2023). Wasserstein Distance Bounds on the Normal Approximation of Empirical Autocovariances and Cross-Covariances under Non-Stationarity and Stationarity. Journal of Time Series Analysis, 45(3), 361-375. DOI arXiv

  • Goto, Y., Kley, T., Van Hecke, R., Volgushev, S., Dette, H., Hallin, M. (2022). The Integrated Copula Spectrum. Annals of Statistics, 50(6), 3563-3591. DOI arXiv

  • Gösmann, J., Kley, T., Dette, H. (2021). A New Approach for Open-End Sequential Change Point Monitoring. Journal of Time Series Analysis, 42(1), 63-84. DOI arXiv

  • Kley, T., Preuß, P., Fryzlewicz, P. (2019). Predictive, Finite-Sample Model Choice for Time Series under Stationarity and Non-Stationarity. Electronic Journal of Statistics, 13(2), 3710-3774. DOI arXiv

  • Baruník, J., Kley, T. (2019). Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. The Econometrics Journal, 22, 131-152. DOI arXiv code

  • Birr, S., Kley, T., Volgushev, S. (2019). Model Assessment for Time Series Dynamics Using Copula Spectral Densities: A Graphical Tool. Journal of Multivariate Analysis, 39, 122-146. DOI arXiv

  • Birr, S., Volgushev, S., Kley, T., Dette, H., Hallin, M. (2017). Quantile Spectral Analysis for Locally Stationary Time Series. Journal of the Royal Statistical Society: Series B, 79(5), 1619-1643. DOI arXiv

  • Birr, S., Dette, H., Hallin, M., Kley, T., Volgushev, S. (2018). On Wigner–Ville Spectra and the Uniqueness of Time-Varying Copula-Based Spectral Densities. Journal of Time Series Analysis, 39, 242-250. DOI arxiv

  • Kley, T., Volgushev, S., Dette, H., Hallin, M. (2016). Quantile Spectral Processes: Asymptotic Analysis and Inference. Bernoulli, 22(3), 1770-1807. DOI arXiv

  • Kley, T. (2016). Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package. Journal of Statistical Software, 70(3), 1-27. DOI arXiv

  • Dette, H., Hallin, M., Kley, T., Volgushev, S. (2015). Of Copulas, Quantiles, Ranks, and Spectra: An L1-Approach to Spectral Analysis. Bernoulli, 21(2), 781-831. DOI arXiv