Rainer Dahlhaus

Available identifiers

zbMath Open dahlhaus.rainerMaRDI QIDQ225817

List of research outcomes

Publication	Date of Publication	Type
On the relationship between the theory of cointegration and the theory of phase synchronization	2018-12-10	Paper
Statistical inference for oscillation processes	2017-07-14	Paper
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions	2017-03-16	Paper
Local inference for locally stationary time series based on the empirical spectral measure	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	2014-11-20	Paper
Discussion on: ``Bootstrap methods for dependent data: a review	2014-09-30	Paper
Multivariate Time Series Analysis	2013-09-25	Paper
Structural Adaptive Smoothing Procedures	2013-09-25	Paper
Locally Stationary Processes	2011-09-19	Paper
Empirical spectral processes for locally stationary time series	2010-11-15	Paper
A recursive online algorithm for the estimation of time-varying ARCH parameters	2008-01-09	Paper
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes	2007-07-12	Paper
Semiparametric Estimation by Model Selection for Locally Stationary Processes	2007-05-24	Paper
Statistical inference for time-varying ARCH processes	2006-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4660423	2005-03-21	Paper
Partial correlation analysis for the identification of synaptic connections	2004-12-01	Paper
Locally adaptive fitting of semiparametric models to nonstationary time series.	2004-09-22	Paper
Generalized Levinson--Durbin and Burg algorithms.	2004-01-26	Paper
https://portal.mardi4nfdi.de/entity/Q4410083	2003-07-01	Paper
A likelihood approximation for locally stationary processes	2002-11-14	Paper
Graphical interaction models for multivariate time series.	2002-01-29	Paper
Hidden Frequency Estimation with Data Tapers	2001-03-01	Paper
Nonlinear wavelet estimation of time-varying autoregressive processes	2001-01-29	Paper
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series	1999-08-10	Paper
Maximum likelihood estimation and model selection for locally stationary processes∗	1998-01-11	Paper
Fitting time series models to nonstationary processes	1997-10-06	Paper
A frequency domain bootstrap for ratio statistics in time series analysis	1997-05-05	Paper
Asymptotically optimal estimation in misspecified time series models	1997-01-29	Paper
On the Kullback-Leibler information divergence of locally stationary processes	1996-07-01	Paper
Efficient location and regression estimation for long range dependent regression models	1996-02-08	Paper
Approximation for the inverse of Toeplitz matrices with applications to stationary processes	1990-01-01	Paper
Nonparametric high resolution spectral estimation	1990-01-01	Paper
Pointwise approximation by algebraic polynomials	1989-01-01	Paper
Efficient parameter estimation for self-similar processes	1989-01-01	Paper
Convergence results for maximum likelihood type estimators in multivariable ARMA models. II	1989-01-01	Paper
Empirical spectral processes and their applications to time series analysis	1988-01-01	Paper
Small sample effects in time series analysis: A new asymptotic theory and a new estimate	1988-01-01	Paper
Edge effects and efficient parameter estimation for stationary random fields	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3816875	1987-01-01	Paper
A functional limit theorem for tapered empirical spectral functions	1985-01-01	Paper
Asymptotic normality of spectral estimates	1985-01-01	Paper
On a spectral density estimate obtained by averaging periodograms	1985-01-01	Paper
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3742549	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3687560	1984-01-01	Paper
SPECTRAL ANALYSIS WITH TAPERED DATA	1983-01-01	Paper

Research outcomes over time

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