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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
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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
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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