Martin Schützner

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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
From short to long memory: aggregation and estimation
Computational Statistics and Data Analysis
2014-04-14Paper
On approximate pseudo-maximum likelihood estimation for LARCH-processes
Bernoulli
2010-11-15Paper
The effect of long memory in volatility on location estimation
Sankhyā. Series B
2010-08-13Paper


Research outcomes over time


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