SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Rainer Dahlhaus · Study

Home/Author

Rainer Dahlhaus

4 works· latest 2007· 2 institutionscluster: provisional

h-index4

i104

Citations1,101

Works here4

87

89

06

07

Most cited in this library

Efficient Parameter Estimation for Self-Similar Processes1989 · 692 citations
Statistical inference for time-varying ARCH processes2006 · 251 citations
Edge effects and efficient parameter estimation for stationary random fields1987 · 126 citations
A recursive online algorithm for the estimation of time-varying ARCH parameters2007 · 32 citations

Works

4 shown

A recursive online algorithm for the estimation of time-varying ARCH parameters

Bernoulli·2007·2 authors·Open access

32citations

Statistical inference for time-varying ARCH processes

The Annals of Statistics·2006·2 authors·Open access

251citations

Efficient Parameter Estimation for Self-Similar Processes

The Annals of Statistics·1989·1 author·Open access

692citations

Edge effects and efficient parameter estimation for stationary random fields

Biometrika·1987·2 authors·Open access

126citations