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Research Output 2006 2019

2019

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

2018

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
2017

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

2016

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

2014

Models for short-term forecasting of spike occurrences in Australian electricity markets: A comparative study

Eichler, M., Grothe, O., Manner, H. & Türk, D. D. T., 1 Jan 2014, In : The Journal of Energy Markets. 7, 1, p. 55-81

Research output: Contribution to journalArticleAcademicpeer-review

2013
10 Citations (Scopus)

Causal inference with multiple time series: principles and problems

Eichler, M., 1 Jan 2013, In : Philosophical Transactions of the Royal Society A: mathematical Physical and Engineering Sciences. 371, 1997, 17 p., 20110613.

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)

Fitting semiparametric Markov regime-switching models to electricity spot prices

Eichler, M. & Türk, D. D. T., 1 Jan 2013, In : Energy Economics. 36, p. 614-624

Research output: Contribution to journalArticleAcademicpeer-review

8 Citations (Scopus)

The impact of latent confounders in directed network analysis in neuroscience

Ramb, R., Eichler, M., Ing, A., Thiel, M., Weiller, C., Grebogi, C., Schwarzbauer, C., Timmer, J. & Schelter, B., 1 Jan 2013, In : Philosophical Transactions of the Royal Society A: mathematical Physical and Engineering Sciences. 371, 1997, 15 p., 20110612.

Research output: Contribution to journalArticleAcademicpeer-review

2012

Causal inference in time series analysis

Eichler, M., 1 Jan 2012, Causality : Statistical Perspectives and Applications. Berzuini, C., Dawid, A. P. & Bernardinelli, L. (eds.). Chichester: John Wiley & Sons, p. 327-354 28 p. (Wiley Series in Probability and Statistics).

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

207 Downloads (Pure)
Open Access
File
45 Citations (Scopus)

Graphical modelling of multivariate time series

Eichler, M., Jun 2012, In : Probability Theory and Related Fields. 153, 1-2, p. 233-268 36 p.

Research output: Contribution to journalArticleAcademicpeer-review

252 Downloads (Pure)

Modeling spike occurrences in electricity spot prices for forecasting

Eichler, M., Grothe, O., Manner, H. & Türk, D. D. T., 1 Jan 2012, Maastricht: METEOR, Maastricht University School of Business and Economics, 17 p.

Research output: Working paperProfessional

Open Access
File
2011
9 Citations (Scopus)

Fitting Dynamic Factor Models to Nonstationary Time Series

Eichler, M., Motta, G. & von Sachs, R., 1 Jan 2011, In : Journal of Econometrics. 163, 1, p. 51-70 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

2010
14 Citations (Scopus)

A graphical vector autoregressive modelling approach to the analysis of electronic diary data

Wild, B., Eichler, M., Friedrich, HC., Hartmann, M., Zipfel, S. & Herzog, W., 1 Jan 2010, In : BMC Medical Research Methodology. 10, 28, p. 1-13 13 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
4 Citations (Scopus)

Graphical Gaussian modelling of multivariate time series with latent variable

Eichler, M., 1 Jan 2010, In : Journal of Machine Learning Research. 9, p. 193-200 8 p.

Research output: Contribution to journalArticleAcademicpeer-review

28 Citations (Scopus)

On Granger causality and the effect of interventions in time series

Eichler, M. & Didelez, V., 1 Jan 2010, In : Lifetime Data Analysis. 16, 1, p. 3-32 30 p.

Research output: Contribution to journalArticleAcademicpeer-review

2009
108 Citations (Scopus)

Assessing the strength of directed influences among neural signals using renormalized partial directed coherence

Schelter, B., Timmer, J. & Eichler, M., 1 Jan 2009, In : Journal of Neuroscience Methods. 179, p. 121-130 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

10 Citations (Scopus)

Computing maximum likelihood estimates in recursive linear models

Drton, M., Eichler, M. & Richardson, T. S., 1 Jan 2009, In : Journal of Machine Learning Research. 10, p. 2329-2348 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

11 Citations (Scopus)

Estimating causal dependencies in networks of nonlinear stochastic dynamical systems.

Sommerlade, L., Eichler, M., Jachan, M., Henschel, K., Timmer, J. & Schelter, B., 1 Jan 2009, In : Physical Review E. 80, p. 1-9 9 p.

Research output: Contribution to journalArticleAcademicpeer-review

297 Downloads (Pure)

Fitting dynamic factor models to non-stationary time series

Eichler, M., Motta, G. & von Sachs, R., 1 Jan 2009, Maastricht: METEOR, Maastricht University School of Business and Economics, 36 p.

Research output: Working paperProfessional

Open Access
File
334 Downloads (Pure)

On Granger-causality and the effect of interventions in time series

Eichler, M. & Didelez, V., 1 Jan 2009, Maastricht: METEOR, Maastricht University School of Business and Economics, 28 p.

Research output: Working paperProfessional

Open Access
File
2008
15 Citations (Scopus)

Testing nonparametric and semiparametric hypotheses in vector stationary processes.

Eichler, M., 1 Jan 2008, In : Journal of Multivariate Analysis. 99, p. 968-1009 42 p.

Research output: Contribution to journalArticleAcademicpeer-review

2007
5 Citations (Scopus)

A frequency-domain based test for independence between stationary time series

Eichler, M., 1 Jan 2007, In : Metrika. 65, p. 133-157 25 p.

Research output: Contribution to journalArticleAcademicpeer-review

13 Citations (Scopus)

Dynamic analysis of electronic diary data of obese patients with and without binge eating disorder

Wild, B., Eichler, M., Feiler, S., Friederich, H-J., Hartmann, M., Herzog, W. & Zipfel, S., 1 Jan 2007, In : Psychotherapy and Psychosomatics. 76, p. 250-252 3 p.

Research output: Contribution to journalArticleAcademicpeer-review

71 Citations (Scopus)

Granger-causality and path diagrams for multivariate time series

Eichler, M., 1 Jan 2007, In : Journal of Econometrics. 137, p. 334-353 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

2006
17 Citations (Scopus)

Maximum likelihood estimation in Gaussian chain graph models under the alternative Markov property

Drton, M. & Eichler, M., 1 Jan 2006, In : Scandinavian Journal of Statistics. 33, p. 247-257 10 p.

Research output: Contribution to journalArticleAcademicpeer-review

67 Citations (Scopus)

On the evaluation of information flow in multivariate systems based on the directed transfer function

Eichler, M., 1 Jan 2006, In : Biological Cybernetics. 94, p. 469-482

Research output: Contribution to journalArticleAcademicpeer-review

145 Citations (Scopus)

Testing for directed influences in neuroscience using partial directed coherence

Schelter, B., Winterhalder, M., Eichler, M., Peifer, M., Hellwig, B., Guschlbauer, B., Luecking, C. R., Dahlhaus, R. & Timmer, J., 1 Jan 2006, In : Journal of Neuroscience Methods. 152, p. 210-219 9 p.

Research output: Contribution to journalArticleAcademicpeer-review