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
| Statistics Group | Institute of Applied Mathematics | Faculty of mathematics | |
Universität Heidelberg |
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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 filter-based on-line 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 |