20062020

Research output per year

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Research Output

A note on Herglotz's theorem for time series on function spaces

van Delft, A. & Eichler, M., Jun 2020, In : Stochastic Processes and Their Applications. 130, 6, p. 3687-3710 24 p.

Research output: Contribution to journalArticleAcademicpeer-review

Data-Adaptive Estimation of Time-Varying Spectral Densities

van Delft, A. & Eichler, M., 3 Apr 2019, In : Journal of Computational and Graphical Statistics. 28, 2, p. 244-255 12 p.

Research output: Contribution to journalArticleAcademicpeer-review

Locally stationary functional time series

van Delft, A. & Eichler, M., 2018, In : Electronic Journal of Statistics. 12, 1, p. 107-170 64 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions

Eichler, M., Dahlhaus, R. & Dueck, J., Mar 2017, In : Journal of Time Series Analysis. 38, 2, p. 225-242 18 p.

Research output: Contribution to journalSpecial issueAcademicpeer-review

Modeling and forecasting multivariate electricity price spikes

Manner, H., Tuerk, D. & Eichler, M., Nov 2016, In : Energy Economics. 60, p. 255-265 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

Activities

  • 6 Talk or presentation

Causal inference from time series: What can be learned from Granger causality?

Michael Eichler (Speaker)

10 Aug 2007

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Fitting graphical interaction models to multivariate time series

Michael Eichler (Speaker)

27 Mar 2007

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Causal learning from multivariate time series

Michael Eichler (Speaker)

4 Nov 2007

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Identification and Likelihood Inference for Recursive Linear Models with Correlated Errors

Michael Eichler (Speaker)

27 Mar 2007

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic

Graphical models and causal inference for multivariate time series

Michael Eichler (Speaker)

1 Jul 2006

Activity: Talk or presentation (speaker at event)Talk or presentationAcademic