The following pages link to Mika Meitz (Q281056):
Displaying 16 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- (Q503567) (redirect page) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity (Q1931865) (← links)
- Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES (Q3408529) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (Q3632419) (← links)
- SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS (Q5051521) (← links)
- Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239) (← links)
- Subgeometric ergodicity and <i>β</i>-mixing (Q5152513) (← links)
- A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q5177974) (← links)
- A mixture autoregressive model based on Student’s <i>t</i>–distribution (Q5875239) (← links)
- Statistical inference for generative adversarial networks and other minimax problems (Q6608195) (← links)
