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- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Stelzer, Robert
- Title:
- On Markov-switching ARMA processes - stationarity, existence of moments and geometric ergodicit
- Journal title:
- Econometric Theory
- Year:
- 2009
- Journal volume:
- 25
- Journal issue:
- 01
- Pages contribution:
- 43
- Fulltext / DOI:
- doi:10.1017/s0266466608090026
- Publisher:
- Cambridge University Press (CUP)
- E-ISSN:
- 0266-46661469-4360
- Date of publication:
- 09.01.2009
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