selected publications

• academic article

  • General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator.  Electronic Journal of Statistics.  15. 2021
  • The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains.  The Annals of Applied Probability.  26. 2016

• blog posting

  • Necessary and sufficient conditions for the identifiability of observation-driven models.  arXiv (Cornell University). 2019