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

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

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

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

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

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SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS von Meitz, Mika, Saikkonen, Pentti

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

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

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

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

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

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

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

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

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

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

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

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

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

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Subgeometrically ergodic autoregressions von Meitz, Mika, Saikkonen, Pentti

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