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Meitz, Mika
52
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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/..
?
2
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIV..:
Meitz, Mika
;
Saikkonen, Pentti
Econometric Theory. , 2023
Link:
https://doi.org/10.1017/..
?
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/..
?
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/..
?
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/..
?
6
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS:
Meitz, Mika
;
Saikkonen, Pentti
Econometric Theory. 38 (2020) 5 - p. 959-985 , 2020
Link:
https://doi.org/10.1017/..
?
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/..
?
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/..
?
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/..
?
10
Essays in nonlinear time series econometrics:
Haldrup, Niels
;
Meitz, Mika
;
Saikkonen, Pentti
, 2014
Link:
http://dx.doi.org/10.109..
?
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/..
?
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/..
?
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/..
?
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..
?
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/..
1-15