Michael A. Hauser

发表

On the wavelet coefficients of k-GARMA process

Alex Gonzaga, Michael A. Hauser, 2011 .

Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study

Michael A. Hauser, 1999 .

Semiparametric and nonparametric testing for long memory: A Monte Carlo study

Michael A. Hauser, Michael Hauser, 1997 .

A Note on Generation, Estimation and Prediction of Stationary Processes

Wolfgang Hörmann, Robert M. Kunst, Michael A. Hauser, 1994 .

Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures

Benedikt M. Pötscher, Erhard Reschenhofer, Michael A. Hauser, 1999 .

Fractionally Integrated Models With ARCH Errors: With an Application to the Swiss 1-Month Euromarket Interest Rate

Robert M. Kunst, Michael A. Hauser, 1998 .

Modelling exchange rates: long-run dependence versus conditional heteroscedasticity

Robert M. Kunst, Erhard Reschenhofer, Michael A. Hauser, 1994 .

The Generation of Stationary Gaussian Time Series

Wolfgang Hörmann, Michael A. Hauser, 1997 .