Person:281056

Available identifiers

zbMath Open meitz.mikaMaRDI QIDQ281056

List of research outcomes

Publication	Date of Publication	Type
A mixture autoregressive model based on Student’s t–distribution	2023-02-03	Paper
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS	2022-11-23	Paper
Testing identification via heteroskedasticity in structural vector autoregressive models	2022-06-22	Paper
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity	2022-05-24	Paper
Subgeometric ergodicity and β-mixing	2021-09-24	Paper
Testing for observation-dependent regime switching in mixture autoregressive models	2021-05-04	Paper
Subgeometrically ergodic autoregressions	2019-04-15	Paper
A mixture autoregressive model based on Student's $t$-distribution	2018-05-10	Paper
Identification and estimation of non-Gaussian structural vector autoregressions	2017-02-01	Paper
Identification and estimation of non-Gaussian structural vector autoregressions	2017-01-13	Paper
Gaussian mixture vector autoregression	2016-06-01	Paper
Gaussian mixture vector autoregression	2016-05-10	Paper
A Gaussian Mixture Autoregressive Model for Univariate Time Series	2015-03-09	Paper
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity	2013-01-16	Paper
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS	2012-01-04	Paper
Stability of nonlinear AR-GARCH models	2010-04-22	Paper
A note on the geometric ergodicity of a nonlinear AR-ARCH model	2010-04-01	Paper
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS	2009-06-11	Paper
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES	2006-11-14	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

This page was built for person: Mika Meitz