Tobias Kley

I am currently a Postdoctoral Research Officer in the Department of Statistics at the London School of Economics.

Research

I am interested in statistical methods for the analysis of data that defies traditional assumptions (such as Gaussianity or stationarity). In my work I combine classical tools such as quantile regression, copulas and spectral analysis of time series to shed new light on temporal dependence. The procedures I propose are legitimised by rigorous mathematical theory and implemented as statistical software available as R packages.

My research on Google Scholar.

Conferences I will be attending: CMStatistics 2017, 4th ISNPS conference 2018.

Preprints

In Journals

*) the R code can be used to replicate the figures in the paper.

Software

Ph.D. thesis

Previous employment

I have been employed at Westfälische Wilhelms-Universität Münster and Ruhr-Universität Bochum before I came to work at LSE.

Contact

Tobias Kley
t.kley@lse.ac.uk

London School of Economics
Department of Statistics
Columbia House
Houghton Street
London WC2A 2AE
United Kingdom

Telephone: (44-20) 7955 7355