| Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum GP Nason, R Von Sachs, G Kroisandt Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2000 | 480 | 2000 |
| Wavelets in time-series analysis GP Nason, R Sachs Philosophical transactions of the royal society of London. Series A …, 1999 | 257 | 1999 |
| Automatic statistical analysis of bivariate nonstationary time series HC Ombao, JA Raz, R von Sachs, BA Malow Journal of the American Statistical Association 96 (454), 543-560, 2001 | 240 | 2001 |
| SLEX analysis of multivariate nonstationary time series H Ombao, R Von Sachs, W Guo Journal of the American Statistical Association 100 (470), 519-531, 2005 | 239 | 2005 |
| Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra MH Neumann, R Von Sachs The Annals of Statistics 25 (1), 38-76, 1997 | 209 | 1997 |
| Locally stationary long memory estimation F Roueff, R Von Sachs Stochastic Processes and their Applications 121 (4), 813-844, 2011 | 171 | 2011 |
| Forecasting non-stationary time series by wavelet process modelling P Fryzlewicz, S Van Bellegem, R Von Sachs Annals of the Institute of Statistical Mathematics 55 (4), 737-764, 2003 | 171 | 2003 |
| A wavelet‐based test for stationarity R Von Sachs, MH Neumann Journal of time series analysis 21 (5), 597-613, 2000 | 117 | 2000 |
| The SLEX model of a non-stationary random process H Ombao, J Raz, R Von Sachs, W Guo Annals of the Institute of Statistical Mathematics 54, 171-200, 2002 | 116 | 2002 |
| Nonlinear wavelet estimation of time-varying autoregressive processes R Dahlhaus, MH Neumann, R Von Sachs | 104 | 1999 |
| Wavelet thresholding: beyond the Gaussian iid situation MH Neumann, R von Sachs Wavelets and statistics, 301-329, 1995 | 102 | 1995 |
| A simple generalised crossvalidation method of span selection for periodogram smoothing HC Ombao, JA Raz, RL Strawderman, R Von Sachs Biometrika 88 (4), 1186-1192, 2001 | 99 | 2001 |
| Non‐parametric curve estimation by wavelet thresholding with locally stationary errors R Von Sachs, B MacGibbon Scandinavian Journal of Statistics 27 (3), 475-499, 2000 | 91 | 2000 |
| Wavelet smoothing of evolutionary spectra by nonlinear thresholding R von Sachs, K Schneider Applied and computational harmonic analysis 3 (3), 268-282, 1996 | 84 | 1996 |
| Estimating covariances of locally stationary processes: rates of convergence of best basis methods DL Donoho, SG Mallat, R von Sachs Departement of Statistics, Stanford University, 1998 | 71 | 1998 |
| Forecasting economic time series with unconditional time-varying variance S Van Bellegem, R Von Sachs International Journal of Forecasting 20 (4), 611-627, 2004 | 70 | 2004 |
| Smooth design-adapted wavelets for nonparametric stochastic regression V Delouille, J Simoens, R von Sachs Journal of the American Statistical Association 99 (467), 643-658, 2004 | 69 | 2004 |
| Time-frequency spectral estimation of multichannel EEG using the auto-SLEX method SD Cranstoun, HC Ombao, R Von Sachs, W Guo, B Litt IEEE transactions on Biomedical Engineering 49 (9), 988-996, 2002 | 68 | 2002 |
| Locally stationary factor models: Identification and nonparametric estimation G Motta, CM Hafner, R von Sachs Econometric Theory 27 (6), 1279-1319, 2011 | 65 | 2011 |
| Smoothing spline ANOVA for time-dependent spectral analysis W Guo, M Dai, HC Ombao, R Von Sachs Journal of the American Statistical Association 98 (463), 643-652, 2003 | 61 | 2003 |
