RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME
- 1 September 1994
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 15 (5) , 489-506
- https://doi.org/10.1111/j.1467-9892.1994.tb00206.x
Abstract
No abstract availableKeywords
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