Michael A. Hauser
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A wavelet Whittle estimator of generalized long-memory stochastic volatility Statistical Methods and Applications | 2016-03-24 | Paper |
| Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
| Estimation of the fractionally differencing parameter with the R/S method Computational Statistics and Data Analysis | 1997-02-27 | Paper |
Research outcomes over time
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