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 2 2 5 191
Total Working Papers 0 0 0 0 2 2 5 191

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 21
Asymptotic normality of spectral estimates 0 1 1 34 1 2 3 80
Book reviews 0 0 0 6 1 2 2 21
Convergence results for maximum likelihood type estimators in multivariable ARMA models II 0 0 0 13 2 2 3 57
Diagnostic Checks in Time Series by W.K. Li 0 0 1 1 0 0 2 7
Empirical spectral processes and their applications to time series analysis 0 1 1 22 3 4 7 60
Frequency and phase estimation in time series with quasi periodic components 0 0 0 17 1 3 7 59
Generalized Levinson-Durbin and Burg algorithms 0 0 1 366 2 2 5 1,091
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions 0 1 1 10 2 4 4 51
Hidden Frequency Estimation with Data Tapers 0 0 0 0 1 4 4 7
Local inference for locally stationary time series based on the empirical spectral measure 0 0 0 45 1 3 7 136
Locally adaptive fitting of semiparametric models to nonstationary time series 0 0 1 11 0 0 5 48
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up‐STATISTIC 0 0 0 4 0 1 2 7
On the Kullback-Leibler information divergence of locally stationary processes 0 0 0 57 2 5 6 182
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series 0 1 4 18 0 1 4 30
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 22 0 2 2 78
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models 0 0 0 3 0 1 1 11
SPECTRAL ANALYSIS WITH TAPERED DATA 0 0 1 18 0 1 5 29
Semiparametric estimation by model selection for locally stationary processes 0 0 0 73 2 3 4 229
Total Journal Articles 0 4 11 724 18 41 75 2,204

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Statistics updated 2026-01-09