Rainer Dahlhaus : Citation Profile


Are you Rainer Dahlhaus?

9

H index

9

i10 index

225

Citations

RESEARCH PRODUCTION:

19

Articles

1

Papers

RESEARCH ACTIVITY:

   34 years (1983 - 2017). See details.
   Cites by year: 6
   Journals where Rainer Dahlhaus has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (0.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda141
   Updated: 2024-01-16    RAS profile: 2021-06-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rainer Dahlhaus.

Is cited by:

GUPTA, RANGAN (9)

GAO, Jiti (9)

Hallin, Marc (8)

Baruník, Jozef (7)

Ben Nasr, Adnen (5)

Proietti, Tommaso (5)

Ajmi, Ahdi Noomen (5)

Velasco, Carlos (4)

Lux, Thomas (4)

McElroy, Tucker (3)

Hong, Yongmiao (3)

Cites to:

Hallin, Marc (3)

Renault, Eric (1)

Florens, Jean-Pierre (1)

Eichler, Michael (1)

FOUGERE, DENIS (1)

Van Bellegem, Sebastien (1)

Hoffmann, Marc (1)

Main data


Where Rainer Dahlhaus has published?


Journals with more than one article published# docs
Journal of Time Series Analysis6
Stochastic Processes and their Applications4
Journal of Multivariate Analysis2
The Journal of Financial Econometrics2
Journal of Econometrics2

Recent works citing Rainer Dahlhaus (2024 and 2023)


YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Understanding the land use function of station areas based on spatiotemporal similarity in rail transit ridership: A case study in Shanghai, China. (2023). Zhou, YU ; Huang, Shibiao ; Jiao, Hongzan. In: Journal of Transport Geography. RePEc:eee:jotrge:v:109:y:2023:i:c:s0966692323000406.

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2023Whittle estimation based on the extremal spectral density of a heavy-tailed random field. (2023). Zienkiewicz, Jacek ; Zhao, Yuwei ; Mikosch, Thomas ; Damek, Ewa. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:232-267.

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2023Empirical spectral processes for stationary state space models. (2023). Mayer, Celeste ; Fasen-Hartmann, Vicky. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:319-354.

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2023Nonlinear Poisson autoregression and nonlinear Hawkes processes. (2023). Khabou, Mahmoud ; Huang, Lorick. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:161:y:2023:i:c:p:201-241.

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2023Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w.

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2023Doubly time-dependent Hawkes process and applications in failure sequence analysis. (2023). Zuo, Xin ; Liu, Jian-Wei ; Zhang, Lu-Ning. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01269-6.

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2023SentiHawkes: a sentiment-aware Hawkes point process to model service quality of public transport using Twitter data. (2023). Winter, Stephan ; Stevenson, Mark ; Naghizade, Elham ; Rahimi, Mohammad Masoud. In: Public Transport. RePEc:spr:pubtra:v:15:y:2023:i:2:d:10.1007_s12469-022-00310-7.

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2023Gaussian semiparametric estimation Gaussian semiparametric estimation of two-dimensional intrinsically stationary random fields. (2023). Matsuda, Yasumasa ; Yajima, Yoshihiro. In: DSSR Discussion Papers. RePEc:toh:dssraa:136.

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Works by Rainer Dahlhaus:


YearTitleTypeCited
2006Diagnostic Checks in Time Series by W.K. Li In: Biometrics.
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article0
2006Semiparametric estimation by model selection for locally stationary processes In: Journal of the Royal Statistical Society Series B.
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article8
1998On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series In: Journal of Time Series Analysis.
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article11
2000Hidden Frequency Estimation with Data Tapers In: Journal of Time Series Analysis.
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article2
2012Frequency and phase estimation in time series with quasi periodic components In: Journal of Time Series Analysis.
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article1
2017Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions In: Journal of Time Series Analysis.
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article10
1983SPECTRAL ANALYSIS WITH TAPERED DATA In: Journal of Time Series Analysis.
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article17
1985ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETTS Up?STATISTIC In: Journal of Time Series Analysis.
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article0
2004Generalized Levinson-Durbin and Burg algorithms In: Journal of Econometrics.
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article26
2009Local inference for locally stationary time series based on the empirical spectral measure In: Journal of Econometrics.
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article18
1985Asymptotic normality of spectral estimates In: Journal of Multivariate Analysis.
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article15
1989Convergence results for maximum likelihood type estimators in multivariable ARMA models II In: Journal of Multivariate Analysis.
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article4
1985A functional limit theorem for tapered empirical spectral functions In: Stochastic Processes and their Applications.
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article0
1988Empirical spectral processes and their applications to time series analysis In: Stochastic Processes and their Applications.
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article14
1996On the Kullback-Leibler information divergence of locally stationary processes In: Stochastic Processes and their Applications.
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article67
2001Locally adaptive fitting of semiparametric models to nonstationary time series In: Stochastic Processes and their Applications.
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article6
2013Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models In: The Journal of Financial Econometrics.
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article5
2014Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models.(2014) In: The Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 5
article
1992Book reviews In: Metrika: International Journal for Theoretical and Applied Statistics.
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article0
1997Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes In: SFB 373 Discussion Papers.
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paper21

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