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Meitz, Mika
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1

Statistical inference for generative adversarial networks a..:

Meitz, Mika
Scandinavian Journal of Statistics.  51 (2024)  3 - p. 1323-1356 , 2024
Link: https://doi.org/10.1111/..
 
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2

SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIV..:

Meitz, Mika ; Saikkonen, Pentti
Econometric Theory.  , 2023
Link: https://doi.org/10.1017/..
 
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3

Subgeometric ergodicity and β-mixing:

Meitz, Mika ; Saikkonen, Pentti
Journal of Applied Probability.  58 (2021)  3 - p. 594-608 , 2021
Link: https://doi.org/10.1017/..
 
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4

A mixture autoregressive model based on Student's t–distrib..:

Meitz, Mika ; Preve, Daniel ; Saikkonen, Pentti
Communications in Statistics - Theory and Methods.  52 (2021)  2 - p. 499-515 , 2021
Link: https://doi.org/10.1080/..
 
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5

Testing for observation-dependent regime switching in mixtu..:

Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics.  222 (2021)  1 - p. 601-624 , 2021
Link: https://doi.org/10.1016/..
 
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6

SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS:

Meitz, Mika ; Saikkonen, Pentti
Econometric Theory.  38 (2020)  5 - p. 959-985 , 2020
Link: https://doi.org/10.1017/..
 
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7

Testing identification via heteroskedasticity in structural..:

Lütkepohl, Helmut ; Meitz, Mika ; Netšunajev, Aleksei.
The Econometrics Journal.  24 (2020)  1 - p. 1-22 , 2020
Link: https://doi.org/10.1093/..
 
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8

Identification and estimation of non-Gaussian structural ve..:

Lanne, Markku ; Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics.  196 (2017)  2 - p. 288-304 , 2017
Link: https://doi.org/10.1016/..
 
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9

Gaussian mixture vector autoregression:

Kalliovirta, Leena ; Meitz, Mika ; Saikkonen, Pentti
Journal of Econometrics.  192 (2016)  2 - p. 485-498 , 2016
Link: https://doi.org/10.1016/..
 
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10

Essays in nonlinear time series econometrics:

Haldrup, Niels ; Meitz, Mika ; Saikkonen, Pentti , 2014
Link: http://dx.doi.org/10.109..
 
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11

A Gaussian Mixture Autoregressive Model for Univariate Time..:

Kalliovirta, Leena ; Meitz, Mika ; Saikkonen, Pentti
Journal of Time Series Analysis.  36 (2014)  2 - p. 247-266 , 2014
Link: https://doi.org/10.1111/..
 
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12

Maximum likelihood estimation of a noninvertible ARMA model..:

Meitz, Mika ; Saikkonen, Pentti
Journal of Multivariate Analysis.  114 (2013)  - p. 227-255 , 2013
Link: https://doi.org/10.1016/..
 
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13

PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS:

Meitz, Mika ; Saikkonen, Pentti
Econometric Theory.  27 (2011)  6 - p. 1236-1278 , 2011
Link: https://doi.org/10.1017/..
 
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14

PARAMETER ESTIMATION IN NONLINEAR AR-GARCH MODELS:

Meitz, Mika ; Saikkonen, Pentti
Econometric Theory.  27 (2011)  6 - p. 1236-1278 , 2011
Link: https://www.jstor.org/st..
 
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15

A note on the geometric ergodicity of a nonlinear AR-ARCH m..:

Meitz, Mika ; Saikkonen, Pentti
Statistics & Probability Letters.  80 (2010)  7-8 - p. 631-638 , 2010
Link: https://doi.org/10.1016/..
 
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