Stationarity of multivariate Markov-switching ARMA models
| Year of publication: |
2001
|
|---|---|
| Authors: | Francq, C. ; Zakoi͏̈an, J.-M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 102.2001, 2, p. 339-364
|