Access Statistics for Rainer Dahlhaus

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes 0 0 0 0 1 1 1 185
Total Working Papers 0 0 0 0 1 1 1 185


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A functional limit theorem for tapered empirical spectral functions 0 0 0 4 0 0 0 19
Asymptotic normality of spectral estimates 0 1 1 32 1 2 2 75
Book reviews 0 0 0 5 0 0 0 18
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 0 13 0 0 0 53
Diagnostic Checks in Time Series by W.K. Li 0 0 0 0 0 0 0 5
Empirical spectral processes and their applications to time series analysis 0 0 2 21 0 0 5 51
Frequency and phase estimation in time series with quasi periodic components 0 0 1 15 0 0 1 49
Generalized Levinson-Durbin and Burg algorithms 0 0 2 361 0 1 3 1,074
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 0 0 2 9 0 0 10 42
Hidden Frequency Estimation with Data Tapers 0 0 0 0 0 0 0 1
Local inference for locally stationary time series based on the empirical spectral measure 0 1 3 43 0 2 6 123
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 0 10 0 1 1 42
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up‐STATISTIC 0 0 1 2 0 1 2 3
On the Kullback-Leibler information divergence of locally stationary processes 0 0 6 53 0 0 8 163
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 0 0 2 9 0 1 5 18
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 1 0 0 0 7
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 2 21 1 1 6 75
SPECTRAL ANALYSIS WITH TAPERED DATA 1 1 4 14 1 1 5 19
Semiparametric estimation by model selection for locally stationary processes 0 0 0 72 0 0 0 223
Total Journal Articles 1 3 26 685 3 10 54 2,060


Statistics updated 2023-05-07