← All authors Mika Meitz University of Helsinki (from arXiv:2606.16773, 2026) · ORCID · OpenAlex
20 papers in scope · 18 published · 6 on the econ.EM arXiv · 532 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Pentti Saikkonen Savi Virolainen Daniel Preve Yong Song Christis Katsouris Tomasz Woźniak Andrea Bucci Sam Wycherley Emil N. Sørensen Christian M. Dahl James A. Duffy Guillaume Pouliot Sophocles Mavroeidis Elena Manresa Tetsuya Kaji Igor Kheifets Jonas Metzger Yannis Bilias Fei Shang Evan Munro Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 20)
working paper 2026 · arXiv
Minimax asymptotics
published 2025 · Electronic Journal of Statistics · 1 citations
with Alexander Shapiro
Statistical inference for generative adversarial networks and other minimax problems
published 2024 · Scandinavian Journal of Statistics · 4 citations · first circulated 2021
published 2023 · Econometric Theory · 1 citations · first circulated 2022
published 2021 · Journal of Applied Probability · 3 citations · first circulated 2019
published 2021 · Communication in Statistics-Theory and Methods · 14 citations · first circulated 2018
published 2020 · Journal of Econometrics · 2 citations · first circulated 2017
Testing identification via heteroskedasticity in structural vector autoregressive models
published 2020 · Econometrics Journal · 30 citations · first circulated 2018
working paper 2019 · arXiv
Identification and estimation of non-Gaussian structural vector autoregressions
published 2016 · Journal of Econometrics · 43 citations
Gaussian mixture vector autoregression
published 2016 · Journal of Econometrics · 45 citations
A Gaussian Mixture Autoregressive Model for Univariate Time Series
published 2014 · Journal of Time Series Analysis · 40 citations
Testing for Linear and Nonlinear Predictability of Stock Returns
published 2013 · Journal of Financial Econometrics · 5 citations
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
published 2012 · Journal of Multivariate Analysis · 14 citations
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
published 2011 · Econometric Theory · 54 citations · first circulated 2008
A note on the geometric ergodicity of a nonlinear AR-ARCH model
published 2010 · Statistics & Probability Letters · 8 citations
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
published 2008 · Econometric Theory · 140 citations · first circulated 2007
Stability of nonlinear AR‐GARCH models
published 2008 · Journal of Time Series Analysis · 8 citations · first circulated 2006
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES
published 2006 · Econometric Theory · 10 citations · first circulated 2005
Evaluating Models of Autoregressive Conditional Duration
published 2005 · Journal of Business and Economic Statistics · 110 citations · first circulated 2004
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