20062019

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

Filter
Article
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
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

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

10 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

9 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

8 Citations (Scopus)
2012

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

45 Citations (Scopus)
2011

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

9 Citations (Scopus)
2010

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
14 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

4 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

28 Citations (Scopus)
2009

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

108 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

10 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

11 Citations (Scopus)
2008

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

15 Citations (Scopus)
2007

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

5 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

13 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

71 Citations (Scopus)
2006

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

17 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

67 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

145 Citations (Scopus)