SLEX Analysis of Multivariate Nonstationary Time Series von Ombao, Hernando, von Sachs, Rainer, Guo, Wensheng

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Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices von Chau, Joris, von Sachs, Rainer

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Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series von Gorrostieta, Cristina, Ombao, Hernando, Von Sachs, Rainer

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Nonparametric Spectral Analysis of Multivariate Time Series von von Sachs, Rainer

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Automatic Statistical Analysis of Bivariate Nonstationary Time Series von Ombao, Hernando C, Raz, Jonathan A, von Sachs, Rainer, Malow, Beth A

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Uncertainty Quantification in Sunspot Counts von Mathieu, Sophie, von Sachs, Rainer, Ritter, Christian, Delouille, Véronique, Lefèvre, Laure

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Wavelets in time-series analysis von Nason, Guy P., Sachs, Rainer von

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Fitting dynamic factor models to non-stationary time series von Eichler, Michael, Motta, Giovanni, von Sachs, Rainer

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LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION von Motta, Giovanni, Hafner, Christian M., von Sachs, Rainer

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Smoothing Spline ANOVA for Time-Dependent Spectral Analysis von Guo, Wensheng, Dai, Ming, Ombao, Hernando C, von Sachs, Rainer

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Data-driven shrinkage of the spectral density matrix of a high-dimensional time series von Fiecas, Mark, von Sachs, Rainer

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Locally Adaptive Estimation of Evolutionary Wavelet Spectra von Van Bellegem, Sébastien, von Sachs, Rainer

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Forecasting non-stationary time series by wavelet process modelling von FRYZLEWICZ, Piotr, VAN BELLEGEM, Sébastien, VON SACHS, Rainer

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Forecasting economic time series with unconditional time-varying variance von Van Bellegem, Sébastien, von Sachs, Rainer

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Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series von Freyermuth, Jean-Marc, Ombao, Hernando, von Sachs, Rainer

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Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices von Chau, Joris, von Sachs, Rainer

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Time-varying general dynamic factor models and the measurement of financial connectedness von Barigozzi, Matteo, Hallin, Marc, Soccorsi, Stefano, von Sachs, Rainer

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Statistical inference for wavelet curve estimators of symmetric positive definite matrices von Rademacher, Daniel, Krebs, Johannes, von Sachs, Rainer

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Automatic Statistical Analysis of Bivariate Nonstationary Time Series. In Memory of Jonathan A. Raz von Ombao, Hernando C., Raz, Jonathan A., von Sachs, Rainer, Malow, Beth A.

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Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage von Steland, Ansgar, von Sachs, Rainer

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