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researcher

R. Dahlhaus

14 papers hereh-index 305.8k citations71 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author10
  • middle author1
  • last author1

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • math.ST11
  • math.PR1
  • nlin.AO1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20062019
most citedCorrection. Efficient parameter estimation for self-similar processes

717 citations · 1.2k across the 10 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.ST2014

Statistical Inference for Oscillation Processes

Rainer Dahlhaus, Thierry Dumont, Sylvain Le Corff +1

A new model for time series with a specific oscillation pattern is proposed. The model consists of a hidden phase process controlling the speed of polling and a nonparametric curve…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.