Asymptotic properties of autoregressive regime-switching models

Author： Olteanu Madalina   Rynkiewicz Joseph  

Publisher： Edp Sciences

E-ISSN： 1262-3318|16|issue|25-47

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.16, Iss.issue, 2012-03, pp. : 25-47

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