Stationarity of multivariate Markov–switching ARMA models

Christian Francq and J.-M. Zakoı̈an

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Date: 2001-06
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Published in Journal of Econometrics, 2001, 102 (2), pp.339-364. ⟨10.1016/S0304-4076(01)00057-4⟩

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Journal Article: Stationarity of multivariate Markov-switching ARMA models (2001)
Working Paper: Stationarity of Multivariate Markov-Switching ARMA Models (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431274

DOI: 10.1016/S0304-4076(01)00057-4

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