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Gernot Müller
Publication Activity (10 Years)
Years Active: 2011-2021
Publications (10 Years): 1
Top Topics
Gaussian Markov Random Field
Markov Chain
Functional Analysis
Autoregressive
Top Venues
J. Appl. Probab.
Stat. Comput.
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Publications
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Gernot Müller
,
Sebastian Uhl
Estimation of time-varying autoregressive stochastic volatility models with stable innovations.
Stat. Comput.
31 (3) (2021)
Jean Jacod
,
Claudia Klüppelberg
,
Gernot Müller
Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data.
J. Appl. Probab.
49 (4) (2012)
Claudia Czado
,
Anette Heyn
,
Gernot Müller
Modeling individual migraine severity with autoregressive ordered probit models.
Stat. Methods Appl.
20 (1) (2011)