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Rainer Dahlhaus

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This is information that was supplied by Rainer Dahlhaus in registering through RePEc. If you are Rainer Dahlhaus , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rainer
Middle Name:
Last Name: Dahlhaus
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RePEc Short-ID: pda141

Email:
Homepage: http://math.uni-heidelberg.de/stat/people/dahlhaus/Dahlhaus.html
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Affiliation

Universität Heidelberg (University of Heidelberg)
Homepage: http://www.uni-heidelberg.de/
Location: Germany

Works

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Working papers

  1. R. Dahlhaus & M. Neumann & R. von Sachs, 1997. "Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes," SFB 373 Discussion Papers 1997,34, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    RePEc:ner:maastr:urn:nbn:nl:ui:27-13751 is not listed on IDEAS
    RePEc:ner:maastr:urn:nbn:nl:ui:27-13752 is not listed on IDEAS
    RePEc:ner:toulou:http://neeo.univ-tlse1.fr/2086/ is not listed on IDEAS

Articles

  1. Konstantinos Paraschakis & Rainer Dahlhaus, 2012. "Frequency and phase estimation in time series with quasi periodic components," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(1), pages 13-31, 01.
  2. Dahlhaus, Rainer, 2009. "Local inference for locally stationary time series based on the empirical spectral measure," Journal of Econometrics, Elsevier, vol. 151(2), pages 101-112, August.
  3. Sébastien Van Bellegem & Rainer Dahlhaus, 2006. "Semiparametric estimation by model selection for locally stationary processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(5), pages 721-746.
  4. Brockwell, P. J. & Dahlhaus, R., 2004. "Generalized Levinson-Durbin and Burg algorithms," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 129-149.
  5. Dahlhaus, Rainer & Neumann, Michael H., 2001. "Locally adaptive fitting of semiparametric models to nonstationary time series," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 277-308, February.
  6. Dahlhaus, R., 1996. "On the Kullback-Leibler information divergence of locally stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 62(1), pages 139-168, March.
  7. B. Arnold & W. Wertz & B. Pötscher & D. Voss & R. Shimizu & R. Dahlhaus & M. Leitner & O. Krafft & G. Pflug, 1992. "Book reviews," Metrika, Springer, vol. 39(1), pages 56-66, December.
  8. Dahlhaus, R. & Pötscher, B. M., 1989. "Convergence results for maximum likelihood type estimators in multivariable ARMA models II," Journal of Multivariate Analysis, Elsevier, vol. 30(2), pages 241-244, August.
  9. Dahlhaus, Rainer, 1988. "Empirical spectral processes and their applications to time series analysis," Stochastic Processes and their Applications, Elsevier, vol. 30(1), pages 69-83, November.
  10. Dahlhaus, Rainer, 1985. "A functional limit theorem for tapered empirical spectral functions," Stochastic Processes and their Applications, Elsevier, vol. 19(1), pages 135-149, February.
  11. Dahlhaus, Rainer, 1985. "Asymptotic normality of spectral estimates," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 412-431, June.

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