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~person:"Grégoir, Stéphane"
~person:"Meitz, Mika"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
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Grégoir, Stéphane
Meitz, Mika
Phillips, Peter C. B.
20
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11
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11
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Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
2
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
3
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
4
Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
Saved in:
5
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes
Meitz, Mika
- In:
Econometric theory
22
(
2006
)
5
,
pp. 985-988
Persistent link: https://www.econbiz.de/10003379128
Saved in:
6
Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane
- In:
Econometric theory
15
(
1999
)
4
,
pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
Saved in:
7
Multivariate time series with various hidden unit roots, Part 1, Integral operator algebra and representation theory
Grégoir, Stéphane
- In:
Econometric theory
15
(
1999
)
4
,
pp. 435-468
Persistent link: https://www.econbiz.de/10001492142
Saved in:
8
Multivariate time series : a polynomial error correction representation theorem
Grégoir, Stéphane
- In:
Econometric theory
9
(
1993
)
3
,
pp. 329-342
Persistent link: https://www.econbiz.de/10001151131
Saved in:
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