Tobias Kley | DeepAI

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Featured Co-authors

Holger Dette
65 publications
Marc Hallin
18 publications
Stanislav Volgushev
15 publications
Andreas Anastasiou
9 publications
Yuichi Goto
5 publications
Josua Gösmann
4 publications
Stefan Birr
2 publications
Ria Van Hecke
1 publication

research

∙ 05/07/2023

Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity

The autocovariance and cross-covariance functions naturally appear in ma...

0 Andreas Anastasiou, et al. ∙

research

∙ 12/14/2021

The integrated copula spectrum

Frequency domain methods form a ubiquitous part of the statistical toolb...

0 Yuichi Goto, et al. ∙

research

∙ 06/03/2019

A new approach for open-end sequential change point monitoring

We propose a new sequential monitoring scheme for changes in the paramet...

0 Josua Gösmann, et al. ∙

research

∙ 04/04/2018

Model assessment for time series dynamics using copula spectral densities: a graphical tool

Finding parametric models that accurately describe the dependence struct...

0 Stefan Birr, et al. ∙