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 0 1 6 194
Total Working Papers 0 0 0 0 0 1 6 194

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 1 21
Asymptotic normality of spectral estimates 0 0 1 34 0 4 10 87
Book reviews 0 0 0 6 2 3 7 26
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 1 14 0 2 7 62
Diagnostic Checks in Time Series by W.K. Li 0 0 0 1 1 1 3 10
Empirical spectral processes and their applications to time series analysis 0 0 1 22 0 0 11 64
Frequency and phase estimation in time series with quasi periodic components 0 0 0 17 0 1 7 61
Generalized Levinson-Durbin and Burg algorithms 0 0 0 366 5 6 15 1,102
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 0 0 1 10 0 0 9 56
Hidden Frequency Estimation with Data Tapers 0 0 0 0 0 1 10 13
Local inference for locally stationary time series based on the empirical spectral measure 0 0 0 45 14 17 27 156
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 1 11 0 3 7 51
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up‐STATISTIC 0 0 0 4 0 0 3 9
On the Kullback-Leibler information divergence of locally stationary processes 0 2 3 60 2 5 15 191
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 0 1 4 19 0 3 8 35
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 3 1 1 2 12
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 22 2 5 10 86
SPECTRAL ANALYSIS WITH TAPERED DATA 0 1 2 19 0 3 6 33
Semiparametric estimation by model selection for locally stationary processes 0 0 0 73 4 9 15 241
Total Journal Articles 0 4 14 730 31 64 173 2,316

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Statistics updated 2026-05-06