Recent research papers
- Müller, G., Uhl, S. (2018)
Time-Varying Autoregressive Models with Stochastically Scaled Stable Innovations.
Preprint, Augsburg University.
- 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.
- 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.