Mika Meitz

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Statistical inference for generative adversarial networks and other minimax problems Scandinavian Journal of Statistics	2024-09-19	Paper
A mixture autoregressive model based on Student’s t–distribution Communications in Statistics: Theory and Methods	2023-02-03	Paper
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS Econometric Theory	2022-11-23	Paper
Testing identification via heteroskedasticity in structural vector autoregressive models Econometrics Journal	2022-06-22	Paper
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity	2022-05-24	Paper
Subgeometric ergodicity and $\beta$-mixing Journal of Applied Probability	2021-09-24	Paper
Testing for observation-dependent regime switching in mixture autoregressive models Journal of Econometrics	2021-05-04	Paper
Subgeometrically ergodic autoregressions (available as arXiv preprint)	2019-04-15	Paper
A mixture autoregressive model based on Student's $t$-distribution (available as arXiv preprint)	2018-05-10	Paper
Identification and estimation of non-Gaussian structural vector autoregressions Journal of Econometrics	2017-02-01	Paper
Identification and estimation of non-Gaussian structural vector autoregressions Journal of Econometrics	2017-01-13	Paper
Gaussian mixture vector autoregression Journal of Econometrics	2016-06-01	Paper
Gaussian mixture vector autoregression Journal of Econometrics	2016-05-10	Paper
A Gaussian Mixture Autoregressive Model for Univariate Time Series Journal of Time Series Analysis	2015-03-09	Paper
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity Journal of Multivariate Analysis	2013-01-16	Paper
Parameter estimation in nonlinear AR-GARCH models Econometric Theory	2012-01-04	Paper
Stability of nonlinear AR-GARCH models Journal of Time Series Analysis	2010-04-22	Paper
A note on the geometric ergodicity of a nonlinear AR-ARCH model Statistics & Probability Letters	2010-04-01	Paper
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS Econometric Theory	2009-06-11	Paper
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES Econometric Theory	2006-11-14	Paper

Research outcomes over time

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