Mika Meitz

activity

20172026

most citedA mixture autoregressive model based on Student's

t

-distribution

6 citations · 10 across the 8 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

econ.EM2019

Subgeometric ergodicity and $β$ -mixing

Mika Meitz, Pentti Saikkonen

It is well known that stationary geometrically ergodic Markov chains are $β$ -mixing (absolutely regular) with geometrically decaying mixing coefficients. Furthermore, for initial d…

econ.EM2019★ 2 cited

Subgeometrically ergodic autoregressions

Mika Meitz, Pentti Saikkonen

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Sub…

Subgeometric ergodicity and β-mixing

Subgeometrically ergodic autoregressions

Subgeometric ergodicity and $β$ -mixing