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Rainer Dahlhaus
Researcher Next ID · RN-000780
Professor · Computer Science
Heidelberg, Germany
Not currently recruitingFunding unknown
- Works count
- 81
- Citation count
- 6,451
- H-index
- 34
- i10-index
- 49
About
81 publications and 6,448 citations recorded on OpenAlex.
Research interests
Computer Science
Statistical Methods and Inference
Financial Risk and Volatility Modeling
Complex Systems and Time Series Analysis
Control Systems and Identification
Statistical and numerical algorithms
Publications
Efficient parameter estimation for self-similar processes
The Annals of Statistics · 2006 · 10.1214/009053606000000182
Testing for directed influences among neural signals using partial directed coherence
Journal of Neuroscience Methods · 2005 · 10.1016/j.jneumeth.2005.09.001
Graphical interaction models for multivariate time series 1
Metrika · 2000 · 10.1007/s001840000055
Fitting time series models to nonstationary processes
The Annals of Statistics · 1997 · 10.1214/aos/1034276620
Efficient Parameter Estimation for Self-Similar Processes
The Annals of Statistics · 1989 · 10.1214/aos/1176347393
Current projects
No projects listed.