Statistics Group
Institute of Applied Mathematics
Faculty of mathematics
Universität Heidelberg

uni-logo.gif Ruprecht Karls Universität Heidelberg
Institute of Applied Mathematics 
Rainer Dahlhaus 

Recent Papers:

  • Rainer Dahlhaus, Sophon Tunyavetchakit (2016). Volatility Decomposition and Estimation in Time-Changed Price Models. arXiv:1605.02205v1
  • Rainer Dahlhaus, Stefan Richter, Wei Biao Wu (2017). Towards a general theory for non-linear locally stationary processes. arXiv:1704.02860v2
  • Stefan Richter, Rainer Dahlhaus (2017). Cross validation for locally stationary processes. arXiv:1705.10046v1