Please visit my new homepage
for an updated list of my publications.
List of publications
Theses:
Empirische Spektralprozesse bei Punktprozessen.
Diplomarbeit (in German), Universität Heidelberg, 1992.
Wavelet Analysis Based on Sets of Wavelets.
MSc-thesis, University of Bath, 1993.
Graphical Models in Time Series Analysis.
Doctoral thesis, Universität Heidelberg, 1999.
[content,
.ps.gz,
.pdf]
Articles:
M. Eichler (1995). Empirical spectral processes
and their applications to stationary point processes.
Annals of Applied Probability5 1161-1176.
R. Dahlhaus, M. Eichler, J. Sandkühler
(1997). Identification of synaptic connections in neural ensembles by graphical
models.
Journal of Neuroscience Methods77 93-107.
J. Timmer, M. Lauk, B. Köster, B. Hellwig,
S. Häußler, B. Guschlbauer, V. Radt, M. Eichler, G. Deuschl,
C.H. Lücking (2000). Cross-spectral analysis of tremor time series.
International Journal of Bifurcation and Chaos10, 2595-2610.
M. Eichler, R. Dahlhaus, J. Sandkühler
(2003), Partial correlation analysis for the identification of synaptic
connections. Biological Cybernetics89, 289-302.
R. Dahlhaus, M. Eichler (2003), Causality
and graphical models for time series. In:
P. Green, N. Hjort, and S. Richardson (eds.):
Highly structured stochastic systems.
University Press, Oxford.
M. Eichler (2005),
A graphical approach for evaluating effective connectivity in
neural systems.
Philosophical Transactions of The Royal Society B360, 953-967.
(previously: Graphical time series modelling in brain imaging)
M. Eichler (2006),
Granger-causality and path diagrams for multivariate time series.
Journal of Econometrics, in press. (doi:10.1016/j.econom.2005.06.032)
M. Drton and M. Eichler (2006),
Maximum likelihood estimation in Gaussian chain graph models
under the alternative Markov property.
Scandinavian Journal of Statistics33, 247-257.
M. Eichler (2006),
On the evaluation of information flow in multivariate systems
based on the directed transfer function.
Biological Cybernetics94, 469-482.
B. Schelter, M. Winterhalder, M. Eichler, M. Peifer,
B. Hellwig, B. Guschlbauer, C.H. Lücking, R. Dahlhaus, J. Timmer (2006),
Testing for directed influences in neuroscience using partial directed
coherence. Journal of Neuroscience Methods152, 210-219.
M. Eichler (2006),
A frequency-domain based test for independence between stationary time
series. Metrika, in press. (doi:10.1007/s00184-006-0065-8)
[.pdf]
M. Eichler (2006), Graphical modelling of dynamic relationships in
multivariate time series. To appear in:
M. Winterhalder, B. Schelter, J. Timmer (eds),
Handbook of Time Series Analysis, Wiley-VCH, Berlin.
[.pdf]
M. Eichler (2006),
Fitting graphical interaction models to multivariate time series.
Proceedings of the 22nd Conference on Uncertainty in
Artificial Intelligence, AUAI Press.
[.pdf]
B. Wild, M. Eichler, S. Feiler, H.-J. Friederich, M. Hartmann, W. Herzog,
S. Zipfel (2006), Dynamic analysis of electronic diary data of obese patients
with and without binge eating disorder.
To appear in Psychotherapy and Psychosomatics.
B. Wild, M. Eichler, S. Feiler, H.-J. Friederich, M. Hartmann, W. Herzog,
S. Zipfel (2006), Validity of binge eating disorder as a diagnostic entity:
evidence from an electronic diary study.
Tentatively accepted by International Journal of Eating Disorders.
Preprints:
M. Eichler (2001),
Granger-causality graphs for multivariate time series,
Beiträge zur Statistik 64, Universität Heidelberg.
[.ps,
.pdf]
M. Eichler (2001),
Graphical modelling of multivariate time series,
preprint, Universität Heidelberg (revised 05/06).
[.pdf]
M. Eichler (2003),
Graphical interaction models for time series: parameter
estimation and model selection, preprint, The University of Chicago.
[.pdf]
M. Eichler (2004),
Testing nonparametric and semiparametric hypotheses in
vector stationary processes, preprint, Universität Heidelberg
(revised 08/06)
[.pdf]
M. Eichler (2006),
Graphical modelling of multivariate time series with latent variables,
preprint, University of Maastricht (revised 03/06)
[.pdf]
M. Drton, M. Eichler, and T.S. Richardson (2006).
Identification and likelihood inference for recursive linear
models with correlated errors.
[arXiv:math.ST/0601631]
B. Schelter, M. Winterhalder, J. Timmer, M. Eichler (2006).
Assessing the strength of directed influences among neural signals
using renormalized partial directed coherence,
preprint, Universität Freiburg.
M. Eichler (2006),
Maximum likelihood estimation for graphical autoregressions,
preprint, University of Maastricht.
[.pdf]
M. Eichler (2006),
Graphical modelling for time series using chain graphs,
preprint, University of Maastricht.
[.pdf]
Others:
A. Schmidt, M. Eichler, J. Sandkühler
(1998). Identification of direct vs indirect excitatory or inhibitory connections
in large neural networks by an extended partial coherence analysis.
Pfluegers Arch. Eur. J. Physiol.435 (Suppl.), R168.
R. Dahlhaus and M. Eichler (2001).
Time series chain graphs and Granger causality.
Proceedings of the ISI2001.
R. Dahlhaus and M. Eichler (2002).
Causality and graphical models for multivariate time series and point processes.
IFMBE Proc 2002 3(2), 1430-1431.
S. Feiler, A. Müller, K. Müller, C. Bieber, M. Hartmann, M. Eichler,
R. Dahlhaus, W. Eich (2002). Interaktionsgraphen als Methode
zur Identifikation von Wirkzusammenhängen im
Fibromyalgietherapieprozess. Psychotherapie, Psychosomatik,
Medizinische Psychologie 52, 86.
Book review: Reinhard Vontheim: Modelldiagnose in der Bayesschen Inferenz.
Lang, Frankfurt am Main, 1999.
Statistics in Medicine20, 163-164 (2001).
