Rainer Dahlhaus

9 catalog papers. Name-matched publications do not establish a verified researcher identity.

Universität Heidelberg, Germany

Publications

• Cross validation for locally stationary processes — The Annals of Statistics 2019
• Efficient parameter estimation for self-similar processes — The Annals of Statistics 2006
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes — The Annals of Statistics 2006
• Semiparametric estimation by model selection for locally stationary processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006
• Statistical inference for time-varying ARCH processes — The Annals of Statistics 2006
• A likelihood approximation for locally stationary processes — The Annals of Statistics 2000
• Efficient Location and Regression Estimation for Long Range Dependent Regression Models — The Annals of Statistics 1995
• Efficient Parameter Estimation for Self-Similar Processes — The Annals of Statistics 1989
• Small Sample Effects in Time Series Analysis: A New Asymptotic Theory and a New Estimate — The Annals of Statistics 1988