Tobias Kley's repositories
forecastSNSTS
Forecasting for Stationary and Non-Stationary Time Series
quantile_coherency_replication
R code to replicate the figures in arXiv:1510.06946.
inferchange
Multiscale Covariance Scanning and related Algorithms
ccf_bounds_replication_package
R code to replicate the results in "Finite sample distributional error bounds for empirical cross-covariances"
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forecastSNSTSexamples
Data examples for the R package 'forecastSNSTS'
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QPBoot
Model validation using Quantile Spectral Analysis and Parametric Bootstrap techniques
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