Michael A. Hauser

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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!

PublicationDate of PublicationType
A wavelet Whittle estimator of generalized long-memory stochastic volatility
Statistical Methods and Applications
2016-03-24Paper
Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
Journal of Statistical Planning and Inference
1999-01-01Paper
Estimation of the fractionally differencing parameter with the R/S method
Computational Statistics and Data Analysis
1997-02-27Paper


Research outcomes over time


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