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Dahlhaus, Rainer

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Author ID: dahlhaus.rainer Recent zbMATH articles by "Dahlhaus, Rainer"
Published as: Dahlhaus, Rainer; Dahlhaus, R.
Documents Indexed: 50 Publications since 1983, including 2 Books

Publications by Year

Citations contained in zbMATH Open

47 Publications have been cited 1,081 times in 712 Documents Cited by Year
Fitting time series models to nonstationary processes. Zbl 0871.62080
Dahlhaus, R.
208
1997
Efficient parameter estimation for self-similar processes. Zbl 0703.62091
Dahlhaus, Rainer
174
1989
On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032
Dahlhaus, R.
77
1996
Statistical inference for time-varying ARCH processes. Zbl 1113.62099
Dahlhaus, Rainer; Subba Rao, Suhasini
48
2006
A likelihood approximation for locally stationary processes. Zbl 1010.62078
Dahlhaus, Rainer
46
2000
Edge effects and efficient parameter estimation for stationary random fields. Zbl 0633.62094
Dahlhaus, R.; Künsch, H.
45
1987
Graphical interaction models for multivariate time series. Zbl 1093.62571
Dahlhaus, Rainer
41
2000
A frequency domain bootstrap for ratio statistics in time series analysis. Zbl 0867.62072
Dahlhaus, R.; Janas, D.
37
1996
Spectral analysis with tapered data. Zbl 0552.62068
Dahlhaus, Rainer
37
1983
Nonlinear wavelet estimation of time-varying autoregressive processes. Zbl 0954.62103
Dahlhaus, Rainer; Neumann, Michael H.; von Sachs, Rainer
28
1999
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes. Zbl 1114.62034
Dahlhaus, Rainer; Polonik, Wolfgang
26
2006
Empirical spectral processes for locally stationary time series. Zbl 1204.62156
Dahlhaus, Rainer; Polonik, Wolfgang
25
2009
Small sample effects in time series analysis: A new asymptotic theory and a new estimate. Zbl 0662.62100
Dahlhaus, Rainer
24
1988
Maximum likelihood estimation and model selection for locally stationary processes. Zbl 0879.62025
Dahlhaus, R.
21
1996
Empirical spectral processes and their applications to time series analysis. Zbl 0655.60033
Dahlhaus, Rainer
21
1988
Efficient location and regression estimation for long range dependent regression models. Zbl 0838.62084
Dahlhaus, Rainer
20
1995
Asymptotic normality of spectral estimates. Zbl 0579.62082
Dahlhaus, Rainer
19
1985
On the optimal segment length for parameter estimates for locally stationary time series. Zbl 0921.62107
Dahlhaus, Rainer; Giraitis, Liudas
17
1998
Local inference for locally stationary time series based on the empirical spectral measure. Zbl 1431.62362
Dahlhaus, Rainer
17
2009
Asymptotically optimal estimation in misspecified time series models. Zbl 0865.62063
Dahlhaus, R.; Wefelmeyer, W.
15
1996
On a spectral density estimate obtained by averaging periodograms. Zbl 0581.62078
Dahlhaus, Rainer
13
1985
Locally adaptive fitting of semiparametric models to nonstationary time series. Zbl 1046.62032
Dahlhaus, Rainer; Neumann, Michael H.
10
2001
Partial correlation analysis for the identification of synaptic connections. Zbl 1105.92311
Eichler, Michael; Dahlhaus, Rainer; Sandkühler, Jürgen
10
2003
Pointwise approximation by algebraic polynomials. Zbl 0701.41010
Dahlhaus, R.
9
1989
Semiparametric estimation by model selection for locally stationary processes. Zbl 1110.62119
Van Bellegem, Sébastien; Dahlhaus, Rainer
8
2006
Towards a general theory for nonlinear locally stationary processes. Zbl 1427.60057
Dahlhaus, Rainer; Richter, Stefan; Wu, Wei Biao
8
2019
On the asymptotic distribution of Bartlett’s \(U_ p\)-statistic. Zbl 0602.62081
Dahlhaus, Rainer
8
1985
Generalized Levinson–Durbin and Burg algorithms. Zbl 1033.62091
Brockwell, P. J.; Dahlhaus, R.
7
2004
A recursive online algorithm for the estimation of time-varying ARCH parameters. Zbl 1127.62078
Dahlhaus, Rainer; Subba Rao, Suhasini
7
2007
Nonparametric high resolution spectral estimation. Zbl 0679.62071
Dahlhaus, R.
7
1990
A functional limit theorem for tapered empirical spectral functions. Zbl 0568.60038
Dahlhaus, Rainer
7
1985
Empirical spectral processes and nonparametric maximum likelihood estimation for time series. Zbl 1022.62091
Dahlhaus, Rainer; Polonik, Wolfgang
6
2002
Modified Burg algorithms for multivariate subset autoregression. Zbl 1059.62097
Brockwell, Peter J.; Dahlhaus, Rainer; Trindade, A. Alexandre
4
2005
Graphical modeling for multivariate Hawkes processes with nonparametric link functions. Zbl 1360.62445
Eichler, Michael; Dahlhaus, Rainer; Dueck, Johannes
4
2017
Parameter estimation of stationary processes with spectra containing strong peaks. Zbl 0571.62085
Dahlhaus, Rainer
4
1984
Hidden frequency estimation with data tapers. Zbl 0958.62089
Chen, Zao-Guo; Wu, Ka Ho; Dahlhaus, Rainer
3
2000
Mathematical methods in signal processing and digital image analysis. Zbl 1130.68006
Dahlhaus, Rainer (ed.); Kurths, Jürgen (ed.); Maass, Peter (ed.); Timmer, Jens (ed.)
3
2008
Frequency and phase estimation in time series with quasi periodic components. Zbl 1300.62081
Paraschakis, Konstantinos; Dahlhaus, Rainer
3
2012
Cross validation for locally stationary processes. Zbl 1433.62267
Richter, Stefan; Dahlhaus, Rainer
2
2019
Likelihood methods for nonstationary time series and random fields. Zbl 1032.62080
Dahlhaus, R.; Sahm, M.
2
2000
Data tapers in time series analysis. Zbl 0605.62100
Dahlhaus, Rainer
2
1985
Discussion on: “Bootstrap methods for dependent data: a review”. Zbl 1296.62164
Dahlhaus, Rainer
2
2011
Convergence results for maximum likelihood type estimators in multivariable ARMA models. II. Zbl 0682.62067
Dahlhaus, R.; Pötscher, B. M.
2
1989
Statistical inference for oscillation processes. Zbl 1369.62222
Dahlhaus, Rainer; Dumont, Thierry; Le Corff, Sylvain; Neddermeyer, Jan C.
1
2017
Nonparametric spectral analysis with missing observations. Zbl 0665.62094
Dahlhaus, Rainer
1
1987
Approximation for the inverse of Toeplitz matrices with applications to stationary processes. Zbl 0695.15003
Dahlhaus, R.
1
1990
Multivariate time series analysis. Zbl 1272.62061
Schelter, Björn; Dahlhaus, Rainer; Leistritz, Lutz; Hesse, Wolfram; Schack, Bärbel; Kurths, Jürgen; Timmer, Jens; Witte, Herbert
1
2008
Towards a general theory for nonlinear locally stationary processes. Zbl 1427.60057
Dahlhaus, Rainer; Richter, Stefan; Wu, Wei Biao
8
2019
Cross validation for locally stationary processes. Zbl 1433.62267
Richter, Stefan; Dahlhaus, Rainer
2
2019
Graphical modeling for multivariate Hawkes processes with nonparametric link functions. Zbl 1360.62445
Eichler, Michael; Dahlhaus, Rainer; Dueck, Johannes
4
2017
Statistical inference for oscillation processes. Zbl 1369.62222
Dahlhaus, Rainer; Dumont, Thierry; Le Corff, Sylvain; Neddermeyer, Jan C.
1
2017
Frequency and phase estimation in time series with quasi periodic components. Zbl 1300.62081
Paraschakis, Konstantinos; Dahlhaus, Rainer
3
2012
Discussion on: “Bootstrap methods for dependent data: a review”. Zbl 1296.62164
Dahlhaus, Rainer
2
2011
Empirical spectral processes for locally stationary time series. Zbl 1204.62156
Dahlhaus, Rainer; Polonik, Wolfgang
25
2009
Local inference for locally stationary time series based on the empirical spectral measure. Zbl 1431.62362
Dahlhaus, Rainer
17
2009
Mathematical methods in signal processing and digital image analysis. Zbl 1130.68006
Dahlhaus, Rainer; Kurths, Jürgen; Maass, Peter; Timmer, Jens
3
2008
Multivariate time series analysis. Zbl 1272.62061
Schelter, Björn; Dahlhaus, Rainer; Leistritz, Lutz; Hesse, Wolfram; Schack, Bärbel; Kurths, Jürgen; Timmer, Jens; Witte, Herbert
1
2008
A recursive online algorithm for the estimation of time-varying ARCH parameters. Zbl 1127.62078
Dahlhaus, Rainer; Subba Rao, Suhasini
7
2007
Statistical inference for time-varying ARCH processes. Zbl 1113.62099
Dahlhaus, Rainer; Subba Rao, Suhasini
48
2006
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes. Zbl 1114.62034
Dahlhaus, Rainer; Polonik, Wolfgang
26
2006
Semiparametric estimation by model selection for locally stationary processes. Zbl 1110.62119
Van Bellegem, Sébastien; Dahlhaus, Rainer
8
2006
Modified Burg algorithms for multivariate subset autoregression. Zbl 1059.62097
Brockwell, Peter J.; Dahlhaus, Rainer; Trindade, A. Alexandre
4
2005
Generalized Levinson–Durbin and Burg algorithms. Zbl 1033.62091
Brockwell, P. J.; Dahlhaus, R.
7
2004
Partial correlation analysis for the identification of synaptic connections. Zbl 1105.92311
Eichler, Michael; Dahlhaus, Rainer; Sandkühler, Jürgen
10
2003
Empirical spectral processes and nonparametric maximum likelihood estimation for time series. Zbl 1022.62091
Dahlhaus, Rainer; Polonik, Wolfgang
6
2002
Locally adaptive fitting of semiparametric models to nonstationary time series. Zbl 1046.62032
Dahlhaus, Rainer; Neumann, Michael H.
10
2001
A likelihood approximation for locally stationary processes. Zbl 1010.62078
Dahlhaus, Rainer
46
2000
Graphical interaction models for multivariate time series. Zbl 1093.62571
Dahlhaus, Rainer
41
2000
Hidden frequency estimation with data tapers. Zbl 0958.62089
Chen, Zao-Guo; Wu, Ka Ho; Dahlhaus, Rainer
3
2000
Likelihood methods for nonstationary time series and random fields. Zbl 1032.62080
Dahlhaus, R.; Sahm, M.
2
2000
Nonlinear wavelet estimation of time-varying autoregressive processes. Zbl 0954.62103
Dahlhaus, Rainer; Neumann, Michael H.; von Sachs, Rainer
28
1999
On the optimal segment length for parameter estimates for locally stationary time series. Zbl 0921.62107
Dahlhaus, Rainer; Giraitis, Liudas
17
1998
Fitting time series models to nonstationary processes. Zbl 0871.62080
Dahlhaus, R.
208
1997
On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032
Dahlhaus, R.
77
1996
A frequency domain bootstrap for ratio statistics in time series analysis. Zbl 0867.62072
Dahlhaus, R.; Janas, D.
37
1996
Maximum likelihood estimation and model selection for locally stationary processes. Zbl 0879.62025
Dahlhaus, R.
21
1996
Asymptotically optimal estimation in misspecified time series models. Zbl 0865.62063
Dahlhaus, R.; Wefelmeyer, W.
15
1996
Efficient location and regression estimation for long range dependent regression models. Zbl 0838.62084
Dahlhaus, Rainer
20
1995
Nonparametric high resolution spectral estimation. Zbl 0679.62071
Dahlhaus, R.
7
1990
Approximation for the inverse of Toeplitz matrices with applications to stationary processes. Zbl 0695.15003
Dahlhaus, R.
1
1990
Efficient parameter estimation for self-similar processes. Zbl 0703.62091
Dahlhaus, Rainer
174
1989
Pointwise approximation by algebraic polynomials. Zbl 0701.41010
Dahlhaus, R.
9
1989
Convergence results for maximum likelihood type estimators in multivariable ARMA models. II. Zbl 0682.62067
Dahlhaus, R.; Pötscher, B. M.
2
1989
Small sample effects in time series analysis: A new asymptotic theory and a new estimate. Zbl 0662.62100
Dahlhaus, Rainer
24
1988
Empirical spectral processes and their applications to time series analysis. Zbl 0655.60033
Dahlhaus, Rainer
21
1988
Edge effects and efficient parameter estimation for stationary random fields. Zbl 0633.62094
Dahlhaus, R.; Künsch, H.
45
1987
Nonparametric spectral analysis with missing observations. Zbl 0665.62094
Dahlhaus, Rainer
1
1987
Asymptotic normality of spectral estimates. Zbl 0579.62082
Dahlhaus, Rainer
19
1985
On a spectral density estimate obtained by averaging periodograms. Zbl 0581.62078
Dahlhaus, Rainer
13
1985
On the asymptotic distribution of Bartlett’s \(U_ p\)-statistic. Zbl 0602.62081
Dahlhaus, Rainer
8
1985
A functional limit theorem for tapered empirical spectral functions. Zbl 0568.60038
Dahlhaus, Rainer
7
1985
Data tapers in time series analysis. Zbl 0605.62100
Dahlhaus, Rainer
2
1985
Parameter estimation of stationary processes with spectra containing strong peaks. Zbl 0571.62085
Dahlhaus, Rainer
4
1984
Spectral analysis with tapered data. Zbl 0552.62068
Dahlhaus, Rainer
37
1983
all top 5

Cited by 882 Authors

22 Dahlhaus, Rainer
21 Paparoditis, Efstathios
17 Robinson, Peter Michael
15 von Sachs, Rainer
13 Linton, Oliver Bruce
13 Politis, Dimitris Nicolas
12 Giraitis, Liudas
11 Kreiss, Jens-Peter
10 Beran, Jan
10 Eichler, Michael
10 Gil-Alana, Luis Alberiko
10 Ginovyan, Mamikon S.
9 Dette, Holger
9 Hidalgo, Javier
9 Lieberman, Offer
9 Nason, Guy P.
9 Subba Rao, Suhasini
8 Bardet, Jean-Marc
8 Morettin, Pedro Alberto
8 Palma, Wilfredo
7 Fryzlewicz, Piotr
7 Hirukawa, Junichi
7 Ombao, Hernando C.
7 Preuß, Philip
7 Sahakyan, Artur A.
7 Wu, Wei Biao
7 Zhou, Zhou
6 Leonenko, Nikolai N.
6 Matsuda, Yasumasa
6 Mikosch, Thomas
6 Taniguchi, Masanobu
5 Doukhan, Paul
5 Fiecas, Mark
5 Ghosh, Sucharita
5 Jentsch, Carsten
5 Kapetanios, George
5 Koul, Hira Lal
5 McElroy, Tucker S.
5 Polonik, Wolfgang
5 Roueff, François
5 Shao, Xiaofeng
5 Stein, Michael L.
5 Vetter, Mathias
5 Vogt, Michael P.
5 Yajima, Yoshihiro
4 Anh, Vo V.
4 Arteche, Josu
4 Baillie, Richard T.
4 Brockwell, Peter J.
4 Caporale, Guglielmo Maria
4 Chan, Ngai Hang
4 Crujeiras, Rosa María
4 Didier, Gustavo
4 Feng, Yuanhua
4 Gao, Jiti
4 Hallin, Marc
4 Knight, Marina I.
4 Kokoszka, Piotr S.
4 Mélard, Guy
4 Nielsen, Morten Ørregaard
4 Pergamenshchikov, Sergeĭ Markovich
4 Rousseau, Judith
4 Timmer, Jens
4 Velasco, Carlos I. Hoyos
3 Arkoun, Ouerdia
3 Azrak, Rajae
3 Bisaglia, Luisa
3 Cardinali, Alessandro
3 Chiann, Chang
3 Davis, Richard A.
3 Fernández-Casal, Rubén
3 Findley, David F.
3 Guinness, Joseph
3 Hafner, Christian Matthias
3 Hong, Yongmiao
3 Ioannidis, Evangelos E.
3 Ivanov, Aleksandr Vladimirovich
3 Koo, Bonsoo
3 Krafty, Robert Todd
3 Lahiri, Soumendra Nath
3 Martin, Gael M.
3 Motta, Giovanni
3 Neumann, Michael H.
3 Nordman, Daniel J.
3 Patilea, Valentin
3 Phillips, Peter Charles Bonest
3 Pipiras, Vladas
3 Poskitt, Donald Stephen
3 Potscher, Benedikt M.
3 Pourahmadi, Mohsen
3 Raïssi, Hamdi
3 Ravishanker, Nalini
3 Romano, Joseph P.
3 Sakhno, Lyudmyla Mykhaĭlivna
3 Salcedo, Gladys E.
3 Sato, João Ricardo
3 Soulier, Philippe
3 Spokoiny, Vladimir G.
3 Sundararajan, Raanju Ragavendar
3 Taqqu, Murad S.
...and 782 more Authors
all top 5

Cited in 142 Serials

67 The Annals of Statistics
60 Journal of Econometrics
53 Journal of Time Series Analysis
38 Journal of Statistical Planning and Inference
35 Computational Statistics and Data Analysis
30 Econometric Theory
27 Journal of Multivariate Analysis
27 Bernoulli
22 Stochastic Processes and their Applications
18 Statistics & Probability Letters
15 Journal of Statistical Computation and Simulation
15 Electronic Journal of Statistics
11 Journal of the American Statistical Association
10 Communications in Statistics. Theory and Methods
10 Statistical Inference for Stochastic Processes
7 Annals of the Institute of Statistical Mathematics
7 Probability Theory and Related Fields
7 Journal of the Royal Statistical Society. Series B. Statistical Methodology
7 Journal of Applied Statistics
7 Journal of the Korean Statistical Society
6 Scandinavian Journal of Statistics
6 Automatica
6 Statistical Science
6 Economics Letters
6 Communications in Statistics. Simulation and Computation
5 Biological Cybernetics
5 Metrika
5 Journal of Nonparametric Statistics
5 The Annals of Applied Statistics
4 Applied Mathematics and Computation
4 Acta Applicandae Mathematicae
4 Statistics
4 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
4 International Journal of Theoretical and Applied Finance
4 Advances in Decision Sciences
4 Statistics and Computing
4 Journal of Time Series Econometrics
3 Lithuanian Mathematical Journal
3 Physica A
3 Journal of Applied Probability
3 Journal of Approximation Theory
3 Sequential Analysis
3 Econometric Reviews
3 Neural Computation
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Test
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Statistical Methods and Applications
3 Bayesian Analysis
3 Japanese Journal of Statistics and Data Science
2 Journal of Mathematical Analysis and Applications
2 Mathematical Notes
2 Biometrics
2 Journal of Computational and Applied Mathematics
2 Constructive Approximation
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 Computational Statistics
2 Theory of Probability and Mathematical Statistics
2 Mathematical Methods of Statistics
2 Statistical Papers
2 Mathematical Problems in Engineering
2 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 Applied Stochastic Models in Business and Industry
2 Quantitative Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Computational & Mathematical Methods in Medicine
2 Journal of Statistical Theory and Practice
2 Journal of Probability and Statistics
2 Research in the Mathematical Sciences
1 Advances in Applied Probability
1 Analysis Mathematica
1 The Canadian Journal of Statistics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of the Franklin Institute
1 Problems of Information Transmission
1 Ukrainian Mathematical Journal
1 Mathematics of Computation
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Biometrical Journal
1 International Statistical Review
1 Journal of Economic Theory
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Circuits, Systems, and Signal Processing
1 Stochastic Analysis and Applications
1 Journal of Classification
1 Acta Mathematicae Applicatae Sinica. English Series
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 AI Communications
1 European Journal of Applied Mathematics
1 Signal Processing
1 Multidimensional Systems and Signal Processing
1 Linear Algebra and its Applications
1 Pattern Recognition
1 Statistische Hefte
...and 42 more Serials

Citations by Year