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Stationarity of multivariate Markov-switching ARMA models

, and . Journal of Econometrics, 102 (2): 339--364 (June 2001)

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Multivariate arma models with generalized autoregressive linear innovation, and . Stochastic Analysis and Applications, 18 (2): 231--260 (2000)Stationarity of multivariate Markov-switching ARMA models, and . Journal of Econometrics, 102 (2): 339--364 (June 2001)