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 6 195
Total Working Papers 0 0 0 0 0 1 6 195

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 2 22
Asymptotic normality of spectral estimates 0 0 1 34 0 1 10 88
Book reviews 0 0 0 6 0 1 8 27
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 1 14 0 1 8 63
Diagnostic Checks in Time Series by W.K. Li 0 0 0 1 2 2 5 12
Empirical spectral processes and their applications to time series analysis 0 0 1 22 1 1 10 65
Frequency and phase estimation in time series with quasi periodic components 0 0 0 17 0 0 6 61
Generalized Levinson-Durbin and Burg algorithms 0 0 0 366 0 0 13 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 0 10 13
Local inference for locally stationary time series based on the empirical spectral measure 1 2 2 47 1 4 28 160
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 1 11 0 1 8 52
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 0 3 60 1 1 15 192
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 0 2 4 21 2 5 11 40
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 22 0 1 11 87
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 3 2 4 6 16
SPECTRAL ANALYSIS WITH TAPERED DATA 0 2 3 21 0 2 7 35
Semiparametric estimation by model selection for locally stationary processes 0 0 0 73 0 1 16 242
Total Journal Articles 1 6 17 736 10 26 186 2,342

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Statistics updated 2026-08-07