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Marginal distribution of Markov-switchingVARprocesses:
Fiorentini, Gabriele
;
Planas, Christophe
;
Rossi, Alessandro
Communications in Statistics - Theory and Methods. 46 (2016) 13 - p. 6605-6623 , 2016
Link:
https://doi.org/10.1080/03610926.2015.1132324
RT Journal T1 <Title>Marginal distribution of Markov-switchingVARprocesses</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03610926.2015.1132324&Exemplar=1&LAN=DE A1 Fiorentini, Gabriele A1 Planas, Christophe A1 Rossi, Alessandro PB Informa UK Limited YR 2016 SN 0361-0926 SN 1532-415X JF Communications in Statistics - Theory and Methods VO 46 IS 13 SP 6605 OP 6623 LK http://dx.doi.org/https://doi.org/10.1080/03610926.2015.1132324 DO https://doi.org/10.1080/03610926.2015.1132324 SF ELIB - SuUB Bremen
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