Statistics Group  Institute of Applied Mathematics  Faculty of mathematics  
Universität Heidelberg 
Ruprecht Karls Universität Heidelberg
Institute of Applied Mathematics Rainer Dahlhaus 

Publications and Preprints PDF
 
Selected Recent Papers:  
Locally Stationary Processes:Dahlhaus, R. (2012). Locally stationary processes. Handbook of Statistics, 30. PDF arXiv  
Empirical Finance:Dahlhaus, R. and Neddermeyer, J.C. (2010). Particle filterbased online estimation of spot volatility with nonlinear market microstructure noise models. PDF arXiv  
Phase Synchronization:Dahlhaus, R. and Neddermeyer, J.C. (2012). On the relationship between the theory of cointegration and the theory of phase synchronization. PDF arXiv 