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 1 7 196
Total Working Papers 0 0 0 0 1 1 7 196

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 1 2 22
Asymptotic normality of spectral estimates 0 0 1 34 0 0 10 88
Book reviews 0 0 0 6 0 0 8 27
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 1 14 0 0 8 63
Diagnostic Checks in Time Series by W.K. Li 0 0 0 1 0 2 5 12
Empirical spectral processes and their applications to time series analysis 0 0 1 22 0 1 9 65
Frequency and phase estimation in time series with quasi periodic components 0 0 0 17 0 0 5 61
Generalized Levinson-Durbin and Burg algorithms 0 0 0 366 1 1 14 1,103
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 0 0 1 10 1 1 10 57
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 0 1 2 47 0 2 28 161
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 0 11 0 0 4 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 2 5 19 196
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 0 1 5 22 0 3 12 41
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 3 2 5 9 19
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 1 1 1 23 1 1 12 88
SPECTRAL ANALYSIS WITH TAPERED DATA 0 0 3 21 1 1 8 36
Semiparametric estimation by model selection for locally stationary processes 0 0 0 73 1 1 17 243
Total Journal Articles 1 3 18 738 9 24 193 2,356

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Statistics updated 2026-10-11