The following pages link to Rainer Dahlhaus (Q225817):
Displaying 46 items.
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q743760) (← links)
- (Q909744) (redirect page) (← links)
- Approximation for the inverse of Toeplitz matrices with applications to stationary processes (Q909745) (← links)
- Pointwise approximation by algebraic polynomials (Q914087) (← links)
- Efficient parameter estimation for self-similar processes (Q916289) (← links)
- A functional limit theorem for tapered empirical spectral functions (Q1060489) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- Empirical spectral processes and their applications to time series analysis (Q1109413) (← links)
- Small sample effects in time series analysis: A new asymptotic theory and a new estimate (Q1113599) (← links)
- A frequency domain bootstrap for ratio statistics in time series analysis (Q1354506) (← links)
- Fitting time series models to nonstationary processes (Q1355167) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Nonparametric high resolution spectral estimation (Q1822877) (← links)
- Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333) (← links)
- A likelihood approximation for locally stationary processes (Q1848853) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- Partial correlation analysis for the identification of synaptic connections (Q1889274) (← links)
- Efficient location and regression estimation for long range dependent regression models (Q1906200) (← links)
- On the Kullback-Leibler information divergence of locally stationary processes (Q1915850) (← links)
- Nonlinear wavelet estimation of time-varying autoregressive processes (Q1962757) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- A recursive online algorithm for the estimation of time-varying ARCH parameters (Q2465270) (← links)
- Statistical inference for time-varying ARCH processes (Q2500447) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- Hidden Frequency Estimation with Data Tapers (Q2703250) (← links)
- Multivariate Time Series Analysis (Q2847929) (← links)
- Structural Adaptive Smoothing Procedures (Q2847945) (← links)
- Frequency and phase estimation in time series with quasi periodic components (Q2930898) (← links)
- Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions (Q2968465) (← links)
- SPECTRAL ANALYSIS WITH TAPERED DATA (Q3345638) (← links)
- Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
- (Q3687560) (← links)
- On a spectral density estimate obtained by averaging periodograms (Q3703149) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S U<sub>p</sub>-STATISTIC (Q3738439) (← links)
- (Q3742549) (← links)
- Edge effects and efficient parameter estimation for stationary random fields (Q3771457) (← links)
- (Q3816875) (← links)
- On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series (Q4255270) (← links)
- Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (Q4345894) (← links)
- (Q4410083) (← links)
- (Q4660423) (← links)
- Statistical inference for oscillation processes (Q5276170) (← links)
- Graphical interaction models for multivariate time series. (Q5953789) (← links)
