Identification and estimation of non-Gaussian structural vector autoregressions von Lanne, Markku, Meitz, Mika, Saikkonen, Pentti

Volltext

Statistical inference for generative adversarial networks and other minimax problems von Meitz, Mika

Volltext

Testing identification via heteroskedasticity in structural vector autoregressive models von Lütkepohl, Helmut, Meitz, Mika, Netšunajev, Aleksei, Saikkonen, Pentti

Volltext

SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY von Meitz, Mika, Saikkonen, Pentti

Volltext

Testing for observation-dependent regime switching in mixture autoregressive models von Meitz, Mika, Saikkonen, Pentti

Volltext

SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS von Meitz, Mika, Saikkonen, Pentti

Volltext

Subgeometric ergodicity and β-mixing von Meitz, Mika, Saikkonen, Pentti

Volltext

A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES von Meitz, Mika

Volltext

Stability of nonlinear AR-GARCH models von Meitz, Mika, Saikkonen, Pentti

Volltext

Gaussian mixture vector autoregression von Kalliovirta, Leena, Meitz, Mika, Saikkonen, Pentti

Volltext

A note on the geometric ergodicity of a nonlinear AR-ARCH model von Meitz, Mika, Saikkonen, Pentti

Volltext

PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS von Meitz, Mika, Saikkonen, Pentti

Volltext

ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS von Meitz, Mika, Saikkonen, Pentti

Volltext

Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity von Meitz, Mika, Saikkonen, Pentti

Volltext

A Gaussian Mixture Autoregressive Model for Univariate Time Series von Kalliovirta, Leena, Meitz, Mika, Saikkonen, Pentti

Volltext

Erratum to: Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models

Volltext

Evaluating Models of Autoregressive Conditional Duration von Meitz, Mika, Teräsvirta, Timo

Volltext

Statistical inference for generative adversarial networks and other minimax problems von Meitz, Mika

Volltext bestellen

Statistical inference for generative adversarial networks and other minimax problems von Meitz, Mika

Volltext

Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity von Meitz, Mika, Saikkonen, Pentti

Volltext bestellen