![](/img/cover-not-exists.png)
Autoregressive Moving Average Infinite Hidden Markov-Switching Models
Bauwens, Luc, Carpantier, Jean-François, Dufays, ArnaudLanguage:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2015.1123636
Date:
December, 2015
File:
PDF, 6.98 MB
english, 2015