SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS
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Publication:4954302
DOI10.1017/S026646660016102XzbMath0955.60032OpenAlexW2172043024MaRDI QIDQ4954302
Publication date: 16 February 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646660016102x
Stationary stochastic processes (60G10) Economic time series analysis (91B84) Markov processes (60J99)
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