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 5 8 194
Total Working Papers 0 0 0 0 1 5 8 194

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 4 8 10 87
Book reviews 0 0 0 6 1 4 5 24
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 1 1 14 0 5 5 60
Diagnostic Checks in Time Series by W.K. Li 0 0 0 1 0 2 2 9
Empirical spectral processes and their applications to time series analysis 0 0 1 22 0 7 11 64
Frequency and phase estimation in time series with quasi periodic components 0 0 0 17 1 3 7 61
Generalized Levinson-Durbin and Burg algorithms 0 0 0 366 0 7 9 1,096
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 0 0 1 10 0 7 9 56
Hidden Frequency Estimation with Data Tapers 0 0 0 0 0 6 9 12
Local inference for locally stationary time series based on the empirical spectral measure 0 0 0 45 2 6 12 141
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 1 11 2 2 7 50
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up‐STATISTIC 0 0 0 4 0 2 3 9
On the Kullback-Leibler information divergence of locally stationary processes 1 2 2 59 1 7 11 187
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 0 0 3 18 1 3 6 33
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 22 3 6 8 84
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 3 0 0 1 11
SPECTRAL ANALYSIS WITH TAPERED DATA 1 1 2 19 2 3 6 32
Semiparametric estimation by model selection for locally stationary processes 0 0 0 73 4 9 10 236
Total Journal Articles 2 4 12 728 21 87 132 2,273

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04