Access Statistics for Mika Meitz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 3 4 5 44
A mixture autoregressive model based on Student’s t–distribution 1 1 1 23 3 6 9 34
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 2 7 19 425
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 117 5 9 13 397
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 5 11 14 1,119
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 4 6 10 420
Evaluating models of autoregressive conditional duration 0 1 1 733 2 3 5 1,535
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 8 9 12 216
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 4 5 7 277
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 3 5 8 444
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 4 7 9 677
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 4 5 6 194
Parameter estimation in nonlinear AR–GARCH models 0 0 0 143 3 7 9 580
Stability of nonlinear AR-GARCH models 0 0 0 197 5 10 14 554
Stability of nonlinear AR-GARCH models 0 0 0 13 5 9 10 77
Stability of nonlinear AR-GARCH models 0 0 1 178 4 5 10 434
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 1 2 2 22
Subgeometrically ergodic autoregressions 0 0 0 18 4 5 9 50
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 9 13 18 149
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 3 4 4 191
Testing for observation-dependent regime switching in mixture autoregressive models 1 1 1 26 2 4 5 33
Testing for predictability in a noninvertible ARMA model 1 1 1 74 7 10 12 157
Total Working Papers 3 4 7 2,984 90 146 210 8,029

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gaussian Mixture Autoregressive Model for Univariate Time Series 0 1 3 22 4 12 16 91
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 5 6 11 87
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 5 7 10 80
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 0 34 4 6 9 123
Evaluating Models of Autoregressive Conditional Duration 0 1 1 108 2 4 7 252
Gaussian mixture vector autoregression 0 0 1 32 4 7 15 167
Identification and estimation of non-Gaussian structural vector autoregressions 1 1 8 55 7 9 33 205
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 4 5 8 62
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 4 6 9 132
Stability of nonlinear AR‐GARCH models 0 0 0 21 2 5 7 110
Testing for Linear and Nonlinear Predictability of Stock Returns 0 0 1 25 8 12 15 102
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 1 4 6 24
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 1 5 6 14
Total Journal Articles 1 3 14 379 51 88 152 1,449

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Statistics updated 2026-02-12