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Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar, (2019)
Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao, (1970)
Lee, Tsoung-Chao, (1977)
Mixtures of Nonlinear Poisson Autoregressions
Doukhan, Paul, (2020)
Caractérisation de crises financières à l'aide de modèles hybrides (HMC-MLP)
Maillet, Bertrand, (2004)
Dynamical Equilibrium, trajectories study in an economical system. The case of the labor market.
Letrémy, Patrick, (2007)