Michael Eichler
机构: Associate Professor for Econometrics, Maastricht University
主页: unimaas.nl
每年引用次数
引用次数
引用: 3,956
H-指数: 28
I10-指数 : 36
出版物: 63
Maximum likelihood estimation in gaussian chain graph models under the alternative markov property
Mathias Drton , Michael Eichler
Scandinavian Journal of Statistics 33 ( 2) 247 -257
36
2006
Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors
Mathias Drton , Thomas S. Richardson , Michael Eichler
Journal of Machine Learning Research 10 ( 81) 2329 -2348
40
2009
Graphical Gaussian modelling of multivariate time series with latent variables
Michael Eichler
international conference on artificial intelligence and statistics 193 -200
1
2010
Granger causality graphs for multivariate time series
Michael Eichler
8
2001
Locally stationary functional time series
Michael Eichler , Anne van Delft
Electronic Journal of Statistics 12 ( 1) 107 -170
15
2018
Data-Adaptive Estimation of Time-Varying Spectral Densities
Michael Eichler , Anne van Delft
Journal of Computational and Graphical Statistics 28 ( 2) 244 -255
1
2019
Modeling spike occurrences in electricity spot prices for forecasting
Michael Eichler , Manner Hans , Grothe Oliver , Tuerk Dennis
Research Papers in Economics
1
2012
Testing nonparametric and semiparametric hypotheses in vector stationary processes
Michael Eichler
Journal of Multivariate Analysis 99 ( 5) 968 -1009
41
2008
Modeling and forecasting multivariate electricity price spikes
Hans Manner , Dennis Türk , Michael Eichler
Energy Economics 60 255 -265
19
2016
A graphical approach for evaluating effective connectivity in neural systems
Michael Eichler
Philosophical Transactions of the Royal Society B: Biological Sciences 360 ( 1457) 953 -967
147
2005
Assessing the strength of directed influences among neural signals using renormalized partial directed coherence
Björn Schelter , Jens Timmer , Michael Eichler
Journal of Neuroscience Methods 179 ( 1) 121 -130
163
2009
Granger-causality and path diagrams for multivariate time series
Michael Eichler
Journal of Econometrics 137 ( 2) 334 -353
172
2007
Fitting dynamic factor models to non-stationary time series
Michael Eichler , Giovanni Motta , Rainer von Sachs
Journal of Econometrics 163 ( 1) 51 -70
19
2011
The impact of latent confounders in directed network analysis in neuroscience.
Rebecca Ramb , Michael Eichler , Alex Ing , Marco Thiel
Philosophical Transactions of the Royal Society A 371 ( 1997) 20110612 -20110612
17
2013
Causal inference with multiple time series: principles and problems
Michael Eichler
Philosophical Transactions of the Royal Society A 371 ( 1997) 20110613 -20110613
80
2013
Dynamic analysis of electronic diary data of obese patients with and without binge eating disorder.
Hans.Christoph Friederich , Mechthild Hartmann , Wolfgang Herzog , Stephan Zipfel
Psychotherapy and Psychosomatics 76 ( 4) 250 -252
16
2007
A Frequency-domain Based Test for Non-correlation between Stationary Time Series
Michael Eichler
Metrika 65 ( 2) 133 -157
11
2007
Testing for directed influences among neural signals using partial directed coherence
Björn Schelter , Matthias Winterhalder , Michael Eichler , Martin Peifer
Journal of Neuroscience Methods 152 ( 1) 210 -219
262
2006
Graphical modelling of multivariate time series
Michael Eichler
Probability Theory and Related Fields 153 ( 1) 233 -268
142
2012
A graphical vector autoregressive modelling approach to the analysis of electronic diary data
Beate Wild , Michael Eichler , Hans-Christoph Friederich , Mechthild Hartmann
BMC Medical Research Methodology 10 ( 1) 28 -28
58
2010