Article

Dahlhaus, Rainer ; Neumann, Michael H. (2001) Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series. Stochastic Processes & Their Applications, 91. pp. 277-308. ISSN 0304-4149

Chen, Zhao-Guo ; Wu, Ka Ho ; Dahlhaus, Rainer (2000) Hidden Frequency Estimation with Data Tapers. Journal of Time Series Analysis, 21 (2). pp. 113-142. ISSN 1467-9892

Dahlhaus, Rainer ; Neumann, Michael H. ; von Sachs, Rainer (1999) Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability, 5 (5). pp. 873-906. ISSN 1350-7265

Dahlhaus, Rainer (1996) On the Kullback-Leibler Information Divergence of LocallyStationary Processes. Stochastic processes and their applications, 62 (1). pp. 139-168. ISSN 0304-4149

Working paper

Dahlhaus, Rainer (1999) Graphical Interaction Models for Multivariate Time Series. [Working paper]

Dahlhaus, Rainer (1999) A Likelihood Approximation for Locally Stationary Processes. [Working paper]

Brockwell, Peter J. ; Dahlhaus, Rainer (1998) Generalized Durbin-Levinson and Burg Algorithms. [Working paper]

Dahlhaus, Rainer (1997) Fitting Time Series Models to Nonstationary Processes. [Working paper]

Dahlhaus, Rainer ; Wefelmeyer, Wolfgang (1996) Asymptotically Optimal Estimation in Misspecified Time Series Models. [Working paper]

Dahlhaus, Rainer ; Janas, Daniel (1996) A frequency domain bootstrap for ration statistics in time series analysis. [Working paper]

Dahlhaus, Rainer (1993) Statistical Methods in Spectral Estimation. [Working paper]