Mika Meitz

Available identifiers

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

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mika Meitz