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 0 1 180
Total Working Papers 0 0 0 0 0 0 1 180


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 1 1 1 19
Asymptotic normality of spectral estimates 0 0 0 29 0 0 4 67
Book reviews 0 0 0 5 0 0 3 18
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 0 13 0 0 3 51
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 1 1 2 12 1 1 2 37
Frequency and phase estimation in time series with quasi periodic components 0 1 2 13 0 1 5 45
Generalized Levinson-Durbin and Burg algorithms 0 0 3 355 1 1 10 1,060
Local inference for locally stationary time series based on the empirical spectral measure 0 0 0 38 0 0 2 108
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 0 9 0 0 1 38
On the Kullback-Leibler information divergence of locally stationary processes 0 0 0 45 0 0 4 144
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 1 4 19 2 3 11 65
Semiparametric estimation by model selection for locally stationary processes 0 0 0 71 0 0 1 220
Total Journal Articles 1 3 11 613 5 7 47 1,877


Statistics updated 2021-01-03