@book{UBHD-68000221, author={Brockwell, Peter J. and Dahlhaus, Rainer}, title={Generalized Durbin-Levinson and Burg algorithms}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (21 Seiten)}, language={eng}, number={ARRAY(0x557a395588d8)}, series={Beitr{\"a}ge zur Statistik}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-208735}, library={UB}, } @book{UBHD-67997574, author={Chen, Zhao-Guo and Wu, Ka Ho and Dahlhaus, Rainer}, title={Hidden frequency estimation with data tapers}, publisher={Wiley-Blackwell}, address={Oxford}, year={2016}, pages={1 Online-Ressource}, language={eng}, number={ARRAY(0x557a398ad750)}, series={Beitr{\"a}ge zur Statistik}, note={Aus: Journal of Time Series Analysis, 21 (March 2000), Nr. 2. pp. 113-142. ISSN 1467-9892}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-207946}, library={UB}, } @article{UBHD-69231392, author={Dahlhaus, Rainer and Richter, Stefan}, title={Adaptation for nonparametric estimators of locally stationary processes}, year={2023}, pages={1123-1153}, language={eng}, issn={1469-4360}, volume={39}, number={6 vom: Dez.}, note={"Published online Cambridge University Press: 07 November 2022".- Frontdoor des Artikels ; Gesehen am 08.07.2024}, journal={Econometric theory}, doi={10.1017/S0266466622000500}, url={https://www.cambridge.org/core/journals/econometric-theory/article/adaptation-for-nonparametric-estimators-of-locally-stationary-processes/63008D8C90793ACEF0D41B1776900C6F}, library={UB}, } @book{UBHD-34105418, author={Dahlhaus, Rainer}, title={The analysis of nonstationary time series and curve estimation with locally stationary models}, publisher={Acad. Sinica, Inst. of Statistical Sciences}, address={Taipeh}, year={1997}, pages={I, 56 Bl.}, language={eng}, library={MA [Signatur: Dahlh] ; MA [Signatur: Dahlh StHB]}, } @article{UBHD-67875874, author={Dahlhaus, Rainer}, title={Approximations for the inverse of Toeplitz matrices with applications to stationary processes}, year={1990}, pages={27-40}, language={eng}, issn={0024-3795}, volume={127}, number={1}, note={Gesehen am 22.09.2015}, journal={Linear algebra and its applications}, doi={10.1016/0024-3795(90)90333-8}, } @article{UBHD-67861932, author={Dahlhaus, Rainer}, title={Asymptotic normality of spectral estimates}, year={1985}, pages={412-431}, language={eng}, volume={16}, number={3}, note={Gesehen am 19.08.2015}, journal={Journal of multivariate analysis}, doi={10.1016/0047-259X(85)90028-4}, } @article{UBHD-67876533, author={Dahlhaus, Rainer and Wefelmeyer, Wolfgang}, title={Asymptotically optimal estimation in misspecified time series models}, year={1996}, pages={952-974}, language={eng}, issn={2168-8966}, volume={24}, number={3}, note={Gesehen am 23.09.2015}, journal={The annals of statistics}, doi={10.1214/aos/1032526951}, } @incollection{UBHD-69074297, author={Dahlhaus, Rainer}, title={Asymptotic statistical inference for nonstationary processes with evolutionary spectra}, year={1996}, pages={145-159}, language={eng}, isbn={0-387-94787-6 and 978-0-387-94787-7}, booktitle={Time series analysis}, } @book{UBHD-68047328, author={Dahlhaus, Rainer and Wefelmeyer, Wolfgang}, title={Asymptotically optimal estimation in misspecified time series models}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (25 Seiten)}, language={eng}, number={ARRAY(0x557a39a01dd0)}, series={Beitr{\"a}ge zur Statistik}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-213309}, library={UB}, } @article{UBHD-67870834, author={Dahlhaus, Rainer and P{\"o}tscher, Benedikt M.}, title={Convergence results for maximum likelihood type estimators in multivariable ARMA models II}, year={1989}, pages={241-244}, language={eng}, volume={30}, number={2}, note={Gesehen am 10.09.2015}, journal={Journal of multivariate analysis}, doi={10.1016/0047-259X(89)90037-7}, } @article{UBHD-68910534, author={Dahlhaus, Rainer}, title={Discussion: bootstrap methods for dependent data}, subtitle={a review}, year={2011}, pages={379-381}, language={eng}, issn={1876-4231}, volume={40}, number={4}, note={Gesehen am 25.04.2022}, journal={Journal of the Korean Statistical Society}, doi={10.1016/j.jkss.2011.07.004}, } @book{UBHD-69090457, author={Dahlhaus, Rainer}, organization={Sonderforschungsbereich Stochastische Mathematische Modelle (Heidelberg) and Deutsche Forschungsgemeinschaft}, title={Efficient location and regression estimation for long range dependent regression models}, publisher={Sonderforschungsbereich 123, Univ.}, address={Heidelberg}, year={1992}, pages={34 S}, language={eng}, number={ARRAY(0x557a39a32b78)}, series={Preprint / Sonderforschungsbereich <123> Stochastische Mathematische Modelle, Universit{\"a}t Heidelberg}, } @article{UBHD-67875884, author={Dahlhaus, Rainer}, title={Efficient location and regression estimation for long range dependent regression models}, year={1995}, pages={1029-1047}, language={eng}, issn={2168-8966}, volume={23}, number={3}, note={Gesehen am 22.09.2015}, journal={The annals of statistics}, } @article{UBHD-67874191, author={Dahlhaus, Rainer}, title={Efficient parameter estimation for self-similar processes}, year={1989}, pages={1749-1766}, language={eng}, issn={2168-8966}, volume={17}, number={4}, note={Gesehen am 17.09.2015}, journal={The annals of statistics}, doi={10.1214/aos/1176347393}, } @article{UBHD-67874189, author={Dahlhaus, Rainer}, title={Efficient parameter estimation for self-similar processes}, year={2006}, pages={1045-1047}, language={eng}, issn={2168-8966}, volume={34}, number={2}, note={Gesehen am 17.09.2015.- Korrektur des 1989 in dieser Zeitschrift erschienen Artikels}, journal={The annals of statistics}, doi={10.1214/009053606000000182}, } @article{UBHD-67870827, author={Dahlhaus, Rainer}, title={Empirical spectral processes and their applications to time series analysis}, year={1988}, pages={69-83}, language={eng}, volume={30}, number={1}, note={Gesehen am 10.09.2015}, journal={Stochastic processes and their applications}, doi={10.1016/0304-4149(88)90076-2}, } @article{UBHD-67877367, author={Dahlhaus, Rainer}, title={Fitting time series models to nonstationary processes}, year={1997}, pages={1-37}, language={eng}, issn={2168-8966}, volume={25}, number={1}, note={Gesehen am 24.09.2015}, journal={The annals of statistics}, doi={10.1214/aos/1034276620}, } @book{UBHD-67998017, author={Dahlhaus, Rainer}, title={Fitting time series models to nonstationary processes}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (43 Seiten)}, language={eng}, number={ARRAY(0x557a39a454d0)}, series={Beitr{\"a}ge zur Statistik}, url={http://www.ub.uni-heidelberg.de/archiv/21356}, library={UB}, } @article{UBHD-67876536, author={Dahlhaus, Rainer and Janas, Daniel}, title={A frequency domain bootstrap for ratio statistics in time series analysis}, year={1996}, pages={1934-1963}, language={eng}, issn={2168-8966}, volume={24}, number={5}, note={Gesehen am 23.09.2015}, journal={The annals of statistics}, doi={10.1214/aos/1069362304}, } @book{UBHD-67997571, author={Dahlhaus, Rainer and Janas, Daniel}, title={A frequency domain bootstrap for ration statistics in time series analysis}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (35 Seiten)}, language={eng}, number={ARRAY(0x557a39932f58)}, series={Beitr{\"a}ge zur Statistik}, url={http://www.ub.uni-heidelberg.de/archiv/21347}, library={UB}, } @article{UBHD-67861934, author={Dahlhaus, Rainer}, title={A functional limit theorem for tapered empirical spectral functions}, year={1985}, pages={135-149}, language={eng}, volume={19}, number={1}, note={Gesehen am 19.08.2015}, journal={Stochastic processes and their applications}, doi={10.1016/0304-4149(85)90045-6}, } @article{UBHD-67896641, author={Dahlhaus, Rainer}, title={Graphical interaction models for multivariate time series}, year={2000}, pages={157-172}, language={eng}, issn={1435-926X}, volume={51}, number={2}, note={Gesehen am 02.11.2015}, journal={Metrika}, doi={10.1007/s001840000055}, } @book{UBHD-67988575, author={Dahlhaus, Rainer}, title={Graphical interaction models for multivariate time series}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (21 Seiten)}, language={eng}, number={ARRAY(0x557a39a05520)}, series={Beitr{\"a}ge zur Statistik}, url={http://www.ub.uni-heidelberg.de/archiv/20780}, library={UB}, } @article{UBHD-68731994, author={Dahlhaus, Rainer and Eichler, Michael and Sandk{\"u}hler, J{\"u}rgen}, title={Identification of synaptic connections in neural ensembles by graphical models}, year={1997}, pages={93-107}, language={eng}, issn={1872-678X}, volume={77}, number={1}, note={Online 13 January 1998 ; Gesehen am 03.05.2021}, journal={Journal of neuroscience methods}, doi={10.1016/S0165-0270(97)00100-3}, } @article{UBHD-67875878, author={Dahlhaus, Rainer and Blettner, Maria and Wahrendorf, J{\"u}rgen}, title={Infant mortality after Chernobyl}, subtitle={letters to the editor}, year={1990}, pages={161}, language={eng}, issn={1474-547X}, volume={335}, number={8682}, note={Gesehen am 22.09.2015}, journal={The lancet}, doi={10.1016/0140-6736(90)90029-5}, } @article{UBHD-67896640, author={Dahlhaus, Rainer}, title={A likelihood approximation for locally stationary processes}, year={2000}, pages={1762-1794}, language={eng}, issn={2168-8966}, volume={28}, number={6}, note={Gesehen am 02.11.2015}, journal={The annals of statistics}, } @book{UBHD-67988596, author={Dahlhaus, Rainer}, title={A likelihood approximation for locally stationary processes}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (39 Seiten)}, language={eng}, number={ARRAY(0x557a39a2dce0)}, series={Beitr{\"a}ge zur Statistik}, url={http://www.ub.uni-heidelberg.de/archiv/20783}, library={UB}, } @book{UBHD-67988566, author={Dahlhaus, Rainer and Neumann, Michael H.}, title={Locally adaptive fitting of semiparametric models to nonstationary time series}, publisher={Elsevier}, address={Amsterdam}, year={2016}, pages={1 Online-Ressource (32 Seiten)}, language={eng}, number={ARRAY(0x557a39a68ac8)}, series={Beitr{\"a}ge zur Statistik}, note={Aus: Stochastic Processes & Their Applications, 91 (2001), pp. 277-308. ISSN 0304-4149}, url={http://www.ub.uni-heidelberg.de/archiv/20767}, library={UB}, } @incollection{UBHD-67500965, author={Dahlhaus, Rainer}, title={Locally stationary processes}, year={2012}, pages={?}, language={eng}, isbn={978-0-444-53858-1 and 0-444-53858-5}, note={Gesehen am 21.11.2013}, booktitle={Time series analysis}, editor={Subba Rao, T.}, doi={arXiv:1109.4174}, } @article{UBHD-67876532, author={Dahlhaus, Rainer}, title={Maximum likelihood estimation and model selection for locally stationary processes}, year={1996}, pages={171-191}, language={eng}, issn={1029-0311}, volume={6}, number={2/3}, note={Gesehen am 23.09.2015}, journal={Journal of nonparametric statistics}, doi={10.1080/10485259608832670}, } @book{UBHD-67500940, author={Dahlhaus, Rainer and Neumann, Michael H. and Sachs, Rainer von}, title={Nonlinear wavelet estimation of time-varying autoregressive processes}, publisher={Univ., Fachbereich Mathematik}, address={Kaiserslautern}, year={1995}, pages={27 S.}, language={eng}, number={ARRAY(0x557a39a773e8)}, series={Berichte der Arbeitsgruppe Technomathematik}, note={Gesehen am 21.11.2013}, } @article{UBHD-67894866, author={Dahlhaus, Rainer and Neumann, Michael H. and Sachs, Rainer von}, title={Nonlinear wavelet estimation of time-varying autoregressive processes}, year={1999}, pages={873-906}, language={eng}, issn={1573-9759}, volume={5}, number={5}, note={Gesehen am 30.10.2015}, journal={Bernoulli}, doi={10.2307/3318448}, } @book{UBHD-68011073, author={Dahlhaus, Rainer and Neumann, Michael H. and Sachs, Rainer von}, title={Nonlinear wavelet estimation of time-varying autoregressive processes}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (34 Seiten)}, language={eng}, number={ARRAY(0x557a399e89b0)}, series={Beitr{\"a}ge zur Statistik}, note={Aus: Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability, 5 (1999), Nr. 5. pp. 873-906. ISSN 1350-7265}, doi={10.11588/heidok.00021429}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-214291}, library={UB}, } @article{UBHD-67875876, author={Dahlhaus, Rainer}, title={Nonparametric high resolution spectral estimation}, year={1990}, pages={147-180}, language={eng}, issn={1432-2064}, volume={85}, number={2}, note={Gesehen am 22.09.2015}, journal={Probability theory and related fields}, doi={10.1007%2FBF01277980#page-1}, } @article{UBHD-67861939, author={Dahlhaus, Rainer}, title={On a spectral density estimate obtained by averaging periodograms}, year={1985}, pages={598-610}, language={eng}, issn={1475-6072}, volume={22}, number={3}, note={Gesehen am 19.08.2015}, journal={Journal of applied probability}, doi={10.2307/3213863}, } @article{UBHD-67756537, author={Dahlhaus, Rainer and Neddermeyer, Jan Christoph}, title={Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models}, year={2014}, pages={174-212}, language={eng}, issn={1479-8417}, volume={12}, number={1}, note={Gesehen am 16.01.2015}, journal={Journal of financial econometrics}, doi={10.1093/jjfinec/nbt008}, } @article{UBHD-67876531, author={Dahlhaus, Rainer}, title={On the Kullback-Leibler information divergence of locally stationary processes}, year={1996}, pages={139-168$z30}, language={eng}, volume={62}, number={1}, note={Gesehen am 23.09.2015}, journal={Stochastic processes and their applications}, doi={10.1016/0304-4149(95)00090-9}, } @book{UBHD-67995522, author={Dahlhaus, Rainer}, title={On the Kullback-Leibler information divergence of locally stationary processes}, publisher={Elsevier}, address={Amsterdam}, year={2016}, pages={1 Online-Ressource (30 Seiten)}, language={eng}, number={ARRAY(0x557a39a77010)}, series={Beitr{\"a}ge zur Statistik}, note={Wissenschaftlicher Aufsatz aus: Stochastic processes and their applications, 62 (1996), Nr. 1. pp. 139-168. ISSN 0304-4149}, url={https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-209315}, library={UB}, } @article{UBHD-67894861, author={Dahlhaus, Rainer and Giriatis, Liudas}, title={On the optimal segment length for parameter estimates for locally stationary time series}, year={1998}, pages={629-655}, language={eng}, issn={1467-9892}, volume={19}, number={6}, note={Gesehen am 30.10.2015}, journal={Journal of time series analysis}, doi={10.1111/1467-9892.00114}, } @incollection{UBHD-67500966, author={Dahlhaus, Rainer and Neddermeyer, Jan Christoph}, title={On the relationship between the theory of cointegration and the theory of phase synchronization}, year={2012}, pages={?}, language={eng}, note={Gesehen am 22.11.2013}, booktitle={De.arxiv.org}, } @article{UBHD-68341068, author={Dahlhaus, Rainer and Kiss, István Z. and Neddermeyer, Jan Christoph}, title={On the relationship between the theory of cointegration and the theory of phase synchronization}, year={2018}, pages={334-357}, language={eng}, issn={2168-8745}, volume={33}, number={3}, note={Gesehen am 17.12.2018}, journal={Statistical science}, doi={10.1214/18-STS659}, } @incollection{UBHD-67756532, author={Dahlhaus, Rainer}, title={Oscillation processes and phase estimation with nonlinear state space models}, year={2014}, pages={?}, language={eng}, note={Gesehen am 16.1.2015}, booktitle={De.arxiv.org}, } @article{UBHD-67870829, author={Dahlhaus, Rainer}, title={Pointwise approximation by algebraic polynomials}, year={1989}, pages={274-277}, language={eng}, volume={57}, number={3}, note={Gesehen am 10.09.2015}, journal={Journal of approximation theory}, doi={10.1016/0021-9045(89)90042-7}, } @book{UBHD-67500939, author={Dahlhaus, Rainer}, title={Schwache Konvergenz bei einer Klasse von Spektralschaetzern}, year={1981}, pages={129 S.}, language={ger}, school={Essen, Univ., Diss., 1982}, keywords={Spektralanalyse / Klasse / Schwache Konvergenz ; Spektralmaß / Schwache Konvergenz}, } @article{UBHD-67861926, author={Dahlhaus, Rainer}, title={Spectral analysis with tapered data}, year={1983}, pages={163-175}, language={eng}, issn={1467-9892}, volume={4}, number={3}, note={Gesehen am 19.08.2015}, journal={Journal of time series analysis}, doi={10.1111/j.1467-9892.1983.tb00366.x}, } @book{UBHD-67988559, author={Dahlhaus, Rainer and Hainz, G{\"u}nter}, title={Spectral domain bootstrap tests for stationary time series}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (36 Seiten)}, language={eng}, number={ARRAY(0x557a39a2dff8)}, series={Beitr{\"a}ge zur Statistik}, url={http://www.ub.uni-heidelberg.de/archiv/20761}, library={UB}, } @article{UBHD-67756541, author={Dahlhaus, Rainer}, title={Statistical inference for complex time series data}, year={2013}, pages={2749-2823}, language={eng}, issn={1660-8941}, volume={10}, number={3}, note={Gesehen am 16.01.2015}, journal={Oberwolfach reports}, doi={10.4171/OWR/2013/48}, } @book{UBHD-68003129, author={Dahlhaus, Rainer}, title={Statistical methods in spectral estimation}, publisher={Universit{\"a}tsbibliothek Heidelberg}, address={Heidelberg}, year={2016}, pages={1 Online-Ressource (16 Seiten)}, language={eng}, number={ARRAY(0x557a399f9cd0)}, series={Beitr{\"a}ge zur Statistik}, url={http://www.ub.uni-heidelberg.de/archiv/21409}, library={UB}, } @article{UBHD-68250408, author={Dahlhaus, Rainer}, title={Statistical inference for oscillation processes}, year={2017}, pages={61-83}, language={eng}, issn={1029-4910}, volume={51}, number={1}, note={Published online: 27 Dec 2016 ; Gesehen am 08.05.2018}, journal={Statistics}, doi={10.1080/02331888.2016.1266985}, } @article{UBHD-68392473, author={Dahlhaus, Rainer and Richter, Stefan and Wu, Wei Biao}, title={Towards a general theory for nonlinear locally stationary processes}, year={2019}, pages={1013-1044}, language={eng}, issn={1573-9759}, volume={25}, number={2}, note={Gesehen am 23.05.2019}, journal={Bernoulli}, doi={10.3150/17-BEJ1011}, } @article{UBHD-68250412, author={Eichler, Michael and Dahlhaus, Rainer and Dueck, Johannes}, title={Graphical modeling for multivariate Hawkes processes with nonparametric link functions}, year={2017}, pages={225-242}, language={eng}, issn={1467-9892}, volume={38}, number={2}, note={Published online 13 September 2016 ; Gesehen am 08.05.2018}, journal={Journal of time series analysis}, doi={10.1111/jtsa.12213}, } @book{UBHD-66472370, editor={Dahlhaus, Rainer and Kurths, J{\"u}rgen and Maaß, Peter and Timmer, Jens}, title={Mathematical methods in signal processing and digital image analysis}, subtitle={with 20 tables}, publisher={Springer}, address={Berlin ; Heidelberg}, year={2008}, pages={XIV, 292 S.}, language={eng}, isbn={3-540-75631-0 and 978-3-540-75631-6}, series={Springer complexity}, keywords={Signalverarbeitung / Zeitreihenanalyse ; Bildanalyse / Mathematische Methode}, library={UB [Signatur: LN-U 8-14673]}, } @book{UBHD-66766330, editor={Dahlhaus, Rainer and Frigessi, Arnold and K{\"u}nsch, Hans-Rudolf}, title={Mathematische Stochastik}, subtitle={01.03.-07.03.1998}, publisher={Mathematisches Forschungsinstitut}, address={Oberwolfach-Walke}, year={1998}, pages={29 S.}, language={eng}, number={ARRAY(0x557a39a94b10)}, series={Tagungsbericht / Mathematisches Forschungsinstitut Oberwolfach}, note={Text in engl}, library={MA [Signatur: S. Zeitschr.]}, } @book{UBHD-66748076, editor={Dahlhaus, Rainer and Wei, Ching-Zong}, title={Model selection}, subtitle={05.12. bis 11.12.1993}, publisher={Mathematisches Forschungsinstitut Oberwolfach}, address={Oberwolfach}, year={1993}, pages={14 S.}, language={eng}, number={ARRAY(0x557a39a88f78)}, series={Tagungsbericht / Mathematisches Forschungsinstitut Oberwolfach}, library={MA [Signatur: S. Zeitschr.]}, } @article{UBHD-67587906, author={Paraschakis, Konstantinos and Dahlhaus, Rainer}, title={Frequency and phase estimation in time series with quasi periodic components}, year={2012}, pages={13-31}, language={eng}, issn={1467-9892}, volume={33}, number={1}, journal={Journal of time series analysis}, doi={10.1111/j.1467-9892.2011.00736.x}, } @article{UBHD-68559322, author={Richter, Stefan and Dahlhaus, Rainer}, title={Cross validation for locally stationary processes}, year={2019}, pages={2145-2173}, language={eng}, issn={2168-8966}, volume={47}, number={4}, note={Gesehen am 30.03.2020}, journal={The annals of statistics}, doi={10.1214/18-AOS1743}, } @book{UBHD-67587913, editor={Dahlhaus, Rainer}, title={A special issue on the occasion of the 2013 international year of statistics}, publisher={Elsevier}, address={Amsterdam [u.a.]}, year={2013}, pages={S. 2473 - 2920}, language={eng}, number={ARRAY(0x557a39aaf268)}, series={Stochastic processes and their applications}, library={MA [Signatur: Dahlh]}, }