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 1 2 12 51
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 0 1 13 39
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 0 11 428
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 0 117 0 0 21 409
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 0 0 21 1,128
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 1 3 24 435
Evaluating models of autoregressive conditional duration 0 0 1 733 1 1 10 1,540
Generative Predictive Distributions for Time Series 0 12 13 13 3 9 10 10
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 0 0 15 220
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 1 3 15 287
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 0 11 449
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 0 1 9 198
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 1 2 14 683
Parameter estimation in nonlinear AR–GARCH models 0 0 1 144 1 1 19 592
Stability of nonlinear AR-GARCH models 0 0 0 197 0 1 18 561
Stability of nonlinear AR-GARCH models 0 0 0 178 0 0 9 438
Stability of nonlinear AR-GARCH models 0 0 0 13 0 1 13 81
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 1 3 10 30
Subgeometrically ergodic autoregressions 0 0 0 18 1 5 14 56
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity 0 0 1 30 1 8 19 33
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 1 2 25 158
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 0 0 10 197
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 26 0 1 11 39
Testing for predictability in a noninvertible ARMA model 0 0 1 74 1 1 16 163
Total Working Papers 0 12 20 3,028 14 45 350 8,225

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 0 1 22 1 1 22 99
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 1 1 12 92
A mixture autoregressive model based on Student’s t–distribution 0 0 0 2 0 1 12 21
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 0 0 12 83
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 1 35 1 1 16 132
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 0 0 8 256
Gaussian mixture vector autoregression 0 0 1 33 0 0 17 176
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 3 56 1 8 34 228
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 0 9 65
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 0 1 10 136
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS 0 0 0 0 1 2 9 11
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY 0 0 1 1 0 1 10 10
Stability of nonlinear AR‐GARCH models 0 0 0 21 1 1 12 115
Statistical inference for generative adversarial networks and other minimax problems 0 0 0 1 0 1 12 16
Testing for Linear and Nonlinear Predictability of Stock Returns 0 1 2 27 1 3 19 109
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 2 2 17 37
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 2 1 2 17 32
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 0 1 12 21
Total Journal Articles 0 1 10 390 10 26 260 1,639

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Statistics updated 2026-10-11