Rainer Dahlhaus

Finance · 2000–2017

A researcher in the Science corpus: 9 papers; trusts 33 researchers and is trusted by 48 researchers here, as inferred from the citation graph.

Subfields

• Finance — 39 citations into it; #1,403 of 10,518 by trust here, #2,835 by citations
• Statistics and Probability — 36 citations into it; #1,689 of 12,932 by trust here, #3,255 by citations
• Economics and Econometrics — 25 citations into it; #3,187 of 23,481 by trust here, #10,133 by citations
• Control and Systems Engineering — 11 citations into it; #1,039 of 8,257 by trust here, #3,255 by citations
• Artificial Intelligence — 9 citations into it; #4,491 of 35,345 by trust here, #15,866 by citations
• Management Science and Operations Research — 6 citations into it
• Signal Processing — 6 citations into it; #1,155 of 7,572 by trust here, #4,373 by citations
• Computer Vision and Pattern Recognition — 5 citations into it

Whom Rainer Dahlhaus trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Efstathios Paparoditis
2. R. von Sachs
3. Wolfgang Polonik
4. Wei Biao Wu
5. Robert F. Engle
6. Sara A. van de Geer
7. Cristina Amado
8. S. Rao
9. Thomas Mikosch
10. Richard A. Davis

Who trusts Rainer Dahlhaus overall

1. S. Rao
2. Carsten Jentsch
3. Efstathios Paparoditis
4. Stefan Birr
5. R. von Sachs
6. Franccois Roueff
7. Holger Dette
8. Piotr Fryzlewicz
9. Michael Eichler
10. Giovanni Motta

Papers from Rainer Dahlhaus's perspective

Ordered by how strongly the researchers Rainer Dahlhaus trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
3. Mixing: Properties and Examples
4. Martingale Limit Theory and Its Application
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum
7. A Likelihood Approximation for Locally Stationary Processes
8. A Wavelet‐Based Test for Stationarity
9. Regular variation of GARCH processes
10. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)

Their papers

• Statistical inference for time-varying ARCH processes (2006) — 255 citations
• Locally Stationary Processes (2011) — 223 citations
• A Likelihood Approximation for Locally Stationary Processes (2000) — 238 citations
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (2006) — 92 citations
• Empirical spectral processes for locally stationary time series (2009) — 118 citations
• Local inference for locally stationary time series based on the empirical spectral measure (2009) — 64 citations
• Towards a general theory for nonlinear locally stationary processes (2017) — 94 citations
• Generalized Levinson-Durbin and Burg algorithms (2004) — 62 citations
• Graphical interaction models for multivariate time series1 (2000) — 373 citations