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 0 186
Total Working Papers 0 0 0 0 0 0 0 186

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 20
Asymptotic normality of spectral estimates 0 1 1 33 0 1 1 77
Book reviews 0 0 0 6 0 0 0 19
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 0 13 1 1 2 55
Diagnostic Checks in Time Series by W.K. Li 1 1 1 1 2 2 2 7
Empirical spectral processes and their applications to time series analysis 0 0 0 21 0 0 2 53
Frequency and phase estimation in time series with quasi periodic components 0 0 2 17 1 2 5 54
Generalized Levinson-Durbin and Burg algorithms 0 1 2 366 0 1 6 1,087
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 0 0 0 9 0 0 2 47
Hidden Frequency Estimation with Data Tapers 0 0 0 0 0 0 1 3
Local inference for locally stationary time series based on the empirical spectral measure 0 0 1 45 0 0 3 129
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 0 10 0 0 1 43
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up‐STATISTIC 0 0 1 4 1 1 2 6
On the Kullback-Leibler information divergence of locally stationary processes 0 0 1 57 0 0 5 176
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 1 1 3 15 1 2 6 27
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 22 0 0 0 76
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 3 0 0 0 10
SPECTRAL ANALYSIS WITH TAPERED DATA 0 0 1 17 2 2 5 26
Semiparametric estimation by model selection for locally stationary processes 0 0 0 73 1 1 1 226
Total Journal Articles 2 4 13 716 10 14 45 2,141

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Statistics updated 2025-03-03