Stationarity of multivariate Markov-switching ARMA models
| Year of publication: |
2001
|
|---|---|
| Authors: | Francq, C. ; Zakoian, J. -M. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 102.2001, 2, p. 339-364
|
| Publisher: |
Elsevier |