Recent research papers

  1. Müller, G., Uhl, S. (2018)
    Time-Varying Autoregressive Models with Stochastically Scaled Stable Innovations.
    Preprint, Augsburg University.
  2. Seibert, A., Sirchenko, A., Müller, G. (2018)
    Modelling Policy Interest Rates using Cross-Nested AOP Models.
    Preprint, Augsburg University and Higher School of Economics Moscow.
  3. Buchmann, B., Müller, G. (2018)
    Time-Varying Nearly Alpha-Stable Additive Processes and their Application in Electricity Spot Price Modelling.
    Preprint, Australian National University and Augsburg University.