Dr M.B. Eichler

Shapovalova, Y., Basturk, N., & Eichler, M. (2021). Multivariate Count Data Models for Time Series Forecasting. Entropy, 23(6), Article 718. https://doi.org/10.3390/e23060718

van Delft, A., & Eichler, M. (2020). A note on Herglotz's theorem for time series on function spaces. Stochastic Processes and Their Applications, 130(6), 3687-3710. https://doi.org/10.1016/j.spa.2019.10.006

van Delft, A., & Eichler, M. (2019). Data-Adaptive Estimation of Time-Varying Spectral Densities. Journal of Computational and Graphical Statistics, 28(2), 244-255. https://doi.org/10.1080/10618600.2018.1512866

van Delft, A., & Eichler, M. (2018). Locally stationary functional time series. Electronic Journal of Statistics, 12(1), 107-170. https://doi.org/10.1214/17-EJS1384

Eichler, M., Dahlhaus, R., & Dueck, J. (2017). Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions. Journal of Time Series Analysis, 38(2), 225-242. https://doi.org/10.1111/jtsa.12213

Manner, H., Tuerk, D., & Eichler, M. (2016). Modeling and forecasting multivariate electricity price spikes. Energy Economics, 60, 255-265. https://doi.org/10.1016/j.eneco.2016.10.006

Eichler, M., Grothe, O., Manner, H., & Türk, D. D. T. (2014). Models for short-term forecasting of spike occurrences in Australian electricity markets: A comparative study. The Journal of Energy Markets, 7(1), 55-81. https://doi.org/10.21314/JEM.2014.104

Eichler, M. (2013). Causal inference with multiple time series: principles and problems. Philosophical Transactions of the Royal Society A: mathematical Physical and Engineering Sciences, 371(1997), Article 20110613. https://doi.org/10.1098/rsta.2011.0613

Ramb, R., Eichler, M., Ing, A., Thiel, M., Weiller, C., Grebogi, C., Schwarzbauer, C., Timmer, J., & Schelter, B. (2013). The impact of latent confounders in directed network analysis in neuroscience. Philosophical Transactions of the Royal Society A: mathematical Physical and Engineering Sciences, 371(1997), Article 20110612. https://doi.org/10.1098/rsta.2011.0612

Eichler, M., & Türk, D. D. T. (2013). Fitting semiparametric Markov regime-switching models to electricity spot prices. Energy Economics, 36, 614-624. https://doi.org/10.1016/j.eneco.2012.11.013