Tobias Kley

Portrait Tobias Kley

I am currently a visiting docent at the School of Business and Economics of Humboldt-Universität zu Berlin.


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 papers can be found on Google Scholar. My software can be found on GitHub and on

Conferences I will be attending: Statistical scalability, 4th ISNPS conference 2018.

Work in progress

Example trend detection in irregularly spaced data


In Journals

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


Ph.D. thesis

Previous employment

I have been employed at the Department of Statistics of London School of Economics, Westfälische Wilhelms-Universität Münster and Ruhr-Universität Bochum before I came to work at LSE.


Tobias Kley

Humboldt-Universität zu Berlin
School of Business and Economics
Unter den Linden 6
10099 Berlin

Telephone: (49-30) 2093-99412