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%0 Journal Article
%1 Francq2001
%A Francq, C.
%A Zakoian, J. M.
%D 2001
%J Journal of Econometrics
%K Strict and second-order series stationary time
%N 2
%P 339--364
%T Stationarity of multivariate Markov-switching ARMA models
%U http://www.sciencedirect.com/science/article/B6VC0-433PD2H-7/2/2498db4b217cf3806be2285eff8c5a2e
%V 102
@article{Francq2001,
added-at = {2008-04-21T22:02:42.000+0200},
author = {Francq, C. and Zakoian, J. M.},
biburl = {https://www.bibsonomy.org/bibtex/2669d3f688736ca7c2b0efbcf11a5b6a0/smicha},
description = {Journal of Econometrics},
interhash = {bc55e4c4bf860c485536bb605a37b603},
intrahash = {669d3f688736ca7c2b0efbcf11a5b6a0},
journal = {Journal of Econometrics},
keywords = {Strict and second-order series stationary time},
month = Jun,
number = 2,
pages = {339--364},
timestamp = {2008-04-21T22:04:53.000+0200},
title = {Stationarity of multivariate Markov-switching ARMA models},
url = {http://www.sciencedirect.com/science/article/B6VC0-433PD2H-7/2/2498db4b217cf3806be2285eff8c5a2e},
volume = 102,
year = 2001
}
