Michael A. Hauser
From MaRDI portal
Person:1304364
Available identifiers
zbMath Open hauser.michael-aMaRDI QIDQ1304364
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
A wavelet Whittle estimator of generalized long-memory stochastic volatility | 2016-03-24 | Paper |
Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. | 1999-01-01 | Paper |
Estimation of the fractionally differencing parameter with the R/S method | 1997-02-27 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Michael A. Hauser