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Stationarity of multivariate Markov-switching ARMA models Author info | Abstract | Publisher info | Download info | Related research | Statistics Francq, C. Zakoian, J. -M. Additional information is available for the following
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 102 (2001)Issue (Month): 2 (June)Pages: 339-364Download reference. The following formats are available: HTML
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Handle: RePEc:eee:econom:v:102:y:2001:i:2:p:339-364Contact details of provider: http://www.elsevier.com/locate/jeconom
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