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Rainer Dahlhaus

Identifiers

  • name variant Rainer Dahlhaus 0.60 · backfill

Papers (14)

  1. Adaptation for nonparametric estimators of locally stationary processes math.ST · 2019 · author #1
  2. Cross validation for locally stationary processes math.ST · 2017 · author #2
  3. Towards a general theory for non-linear locally stationary processes math.ST · 2017 · author #1
  4. Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions math.ST · 2016 · author #2
  5. Volatility Decomposition and Estimation in Time-Changed Price Models math.PR · 2016 · author #1
  6. Statistical Inference for Oscillation Processes math.ST · 2014 · author #1
  7. On the relationship between the theory of cointegration and the theory of phase synchronization nlin.AO · 2012 · author #1
  8. Locally Stationary Processes math.ST · 2011 · author #1
  9. On-line Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models stat.ME · 2010 · author #1
  10. Empirical spectral processes for locally stationary time series math.ST · 2009 · author #1
  11. A recursive online algorithm for the estimation of time-varying ARCH parameters math.ST · 2007 · author #1
  12. Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes math.ST · 2007 · author #1
  13. Statistical inference for time-varying ARCH processes math.ST · 2006 · author #1
  14. Correction. Efficient parameter estimation for self-similar processes math.ST · 2006 · author #1

Mentions

  • 1412.4912 #1 · backfill · confidence 0.70 Rainer Dahlhaus
  • 1201.0651 #1 · backfill · confidence 0.70 Rainer Dahlhaus
  • 1109.4174 #1 · backfill · confidence 0.70 Rainer Dahlhaus
  • 1006.1860 #1 · backfill · confidence 0.70 Rainer Dahlhaus
  • 0902.1448 #1 · backfill · confidence 0.70 Rainer Dahlhaus
  • 0708.4081 #1 · backfill · confidence 0.70 Rainer Dahlhaus
  • 0708.0143 #1 · backfill · confidence 0.70 Rainer Dahlhaus

Frequent Coauthors