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 5 5 10 49
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 2 3 12 37
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 2 3 22 428
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 117 9 11 23 408
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 2 8 21 1,127
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 4 11 20 431
Evaluating models of autoregressive conditional duration 0 0 1 733 2 3 8 1,538
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 2 3 14 219
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 3 7 13 284
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 3 10 447
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 1 3 11 680
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 1 2 7 196
Parameter estimation in nonlinear AR–GARCH models 0 1 1 144 6 10 17 590
Stability of nonlinear AR-GARCH models 0 0 0 13 2 3 12 80
Stability of nonlinear AR-GARCH models 0 0 0 197 2 6 18 560
Stability of nonlinear AR-GARCH models 0 0 1 178 3 3 11 437
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 3 5 7 27
Subgeometrically ergodic autoregressions 0 0 0 18 1 1 10 51
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 2 6 23 155
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 3 6 10 197
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 26 4 5 10 38
Testing for predictability in a noninvertible ARMA model 0 0 1 74 3 4 16 161
Total Working Papers 0 1 8 2,985 62 111 305 8,140

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 3 22 1 5 21 96
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 1 4 14 91
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 1 3 13 83
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 1 1 35 3 8 16 131
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 2 4 9 256
Gaussian mixture vector autoregression 0 0 1 32 2 6 20 173
Identification and estimation of non-Gaussian structural vector autoregressions 1 1 7 56 5 11 38 216
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 2 2 10 64
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 3 3 10 135
Stability of nonlinear AR‐GARCH models 0 0 0 21 1 4 11 114
Testing for Linear and Nonlinear Predictability of Stock Returns 0 0 1 25 2 3 17 105
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 6 9 15 33
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 4 5 10 19
Total Journal Articles 1 2 14 381 33 67 204 1,516

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Statistics updated 2026-05-06