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smicha's BibTeX entry:  

A two-state regime switching autoregressive model with an application to river flow analysis

Journal of Statistical Planning and Inference, 137(10): 3113--3126, 2007.
Authors: Krisztina Vasas and P{\'e}ter Elek and L{\'a}szl{\'o} M{\'a}rkus
URL: http://www.sciencedirect.com/science/article/B6V0M-4N8M87Y-1/1/b8b770ae8e312e9c6129a7ba5de73429
Tags: Change detection point
| URL | BibTeX  
@article{Vasas2007,
title = {A two-state regime switching autoregressive model with an application to river flow analysis},
author = {Krisztina Vasas and P{\'e}ter Elek and L{\'a}szl{\'o} M{\'a}rkus},
day = {01},
journal = {Journal of Statistical Planning and Inference},
month = {Oct},
number = {10},
pages = {3113--3126},
url = {http://www.sciencedirect.com/science/article/B6V0M-4N8M87Y-1/1/b8b770ae8e312e9c6129a7ba5de73429},
volume = {137},
year = {2007},
keywords = {Change detection point }
}