R. Dahlhaus

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the relationship between the theory of cointegration and the theory of phase synchronization Statistical Science	2018-12-10	Paper
On the relationship between the theory of cointegration and the theory of phase synchronization Statistical Science	2018-12-10	Paper
Statistical inference for oscillation processes Statistics	2017-07-14	Paper
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions Journal of Time Series Analysis	2017-03-16	Paper
Local inference for locally stationary time series based on the empirical spectral measure Journal of Econometrics	2016-07-18	Paper
Volatility Decomposition and Estimation in Time-Changed Price Models	2016-05-07	Paper
Frequency and phase estimation in time series with quasi periodic components Journal of Time Series Analysis	2014-11-20	Paper
Discussion on: ``Bootstrap methods for dependent data: a review Journal of the Korean Statistical Society	2014-09-30	Paper
Multivariate time series analysis Understanding Complex Systems	2013-09-25	Paper
Structural adaptive smoothing procedures Understanding Complex Systems	2013-09-25	Paper
Locally Stationary Processes	2011-09-19	Paper
Empirical spectral processes for locally stationary time series Bernoulli	2010-11-15	Paper
A recursive online algorithm for the estimation of time-varying ARCH parameters Bernoulli	2008-01-09	Paper
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes The Annals of Statistics	2007-07-12	Paper
Semiparametric Estimation by Model Selection for Locally Stationary Processes Journal of the Royal Statistical Society Series B: Statistical Methodology	2007-05-24	Paper
Statistical inference for time-varying ARCH processes The Annals of Statistics	2006-08-24	Paper
Correction. Efficient parameter estimation for self-similar processes	2006-07-04	Paper
scientific article; zbMATH DE number 2148870 (Why is no real title available?)	2005-03-21	Paper
Partial correlation analysis for the identification of synaptic connections Biological Cybernetics	2004-12-01	Paper
Locally adaptive fitting of semiparametric models to nonstationary time series. Stochastic Processes and their Applications	2004-09-22	Paper
Generalized Levinson--Durbin and Burg algorithms. Journal of Econometrics	2004-01-26	Paper
scientific article; zbMATH DE number 1944035 (Why is no real title available?)	2003-07-01	Paper
A likelihood approximation for locally stationary processes The Annals of Statistics	2002-11-14	Paper
Graphical interaction models for multivariate time series. Metrika	2002-01-29	Paper
Likelihood methods for nonstationary time series and random fields Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo	2002-01-28	Paper
Hidden frequency estimation with data tapers Journal of Time Series Analysis	2001-03-01	Paper
Nonlinear wavelet estimation of time-varying autoregressive processes Bernoulli	2001-01-29	Paper
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series Journal of Time Series Analysis	1999-08-10	Paper
Maximum likelihood estimation and model selection for locally stationary processes^∗ Journal of Nonparametric Statistics	1998-01-11	Paper
Fitting time series models to nonstationary processes The Annals of Statistics	1997-10-06	Paper
A frequency domain bootstrap for ratio statistics in time series analysis The Annals of Statistics	1997-05-05	Paper
Asymptotically optimal estimation in misspecified time series models The Annals of Statistics	1997-01-29	Paper
On the Kullback-Leibler information divergence of locally stationary processes Stochastic Processes and their Applications	1996-07-01	Paper
Efficient location and regression estimation for long range dependent regression models The Annals of Statistics	1996-02-08	Paper
Nonparametric high resolution spectral estimation Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1990-01-01	Paper
Approximation for the inverse of Toeplitz matrices with applications to stationary processes Linear Algebra and its Applications	1990-01-01	Paper
Efficient parameter estimation for self-similar processes The Annals of Statistics	1989-01-01	Paper
Pointwise approximation by algebraic polynomials Journal of Approximation Theory	1989-01-01	Paper
Convergence results for maximum likelihood type estimators in multivariable ARMA models. II Journal of Multivariate Analysis	1989-01-01	Paper
Empirical spectral processes and their applications to time series analysis Stochastic Processes and their Applications	1988-01-01	Paper
Small sample effects in time series analysis: A new asymptotic theory and a new estimate The Annals of Statistics	1988-01-01	Paper
Edge effects and efficient parameter estimation for stationary random fields Biometrika	1987-01-01	Paper
scientific article; zbMATH DE number 4088784 (Why is no real title available?)	1987-01-01	Paper
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U_p-STATISTIC Journal of Time Series Analysis	1985-01-01	Paper
Asymptotic normality of spectral estimates Journal of Multivariate Analysis	1985-01-01	Paper
A functional limit theorem for tapered empirical spectral functions Stochastic Processes and their Applications	1985-01-01	Paper
On a spectral density estimate obtained by averaging periodograms Journal of Applied Probability	1985-01-01	Paper
scientific article; zbMATH DE number 3978209 (Why is no real title available?)	1985-01-01	Paper
scientific article; zbMATH DE number 3911540 (Why is no real title available?)	1984-01-01	Paper
SPECTRAL ANALYSIS WITH TAPERED DATA Journal of Time Series Analysis	1983-01-01	Paper

Research outcomes over time

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