Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Persistent link: https://www.econbiz.de/10007292693
Cover Image
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/10008088973
Cover Image
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 27 (2011) 6, pp. 1236-1279
Persistent link: https://www.econbiz.de/10009804264
Cover Image
Subgeometrically ergodic autoregressions
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 38 (2022) 5, pp. 959-985
Persistent link: https://www.econbiz.de/10013469687