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Title:

Multivariate Markov-switching ARMA processes with regularly varying noise

Author(s):
Stelzer, Robert
Journal title:
Journal of Multivariate Analysis
Year:
2008
Journal volume:
99
Journal issue:
6
Pages contribution:
1177-1190
Fulltext / DOI:
doi:10.1016/j.jmva.2007.07.001
Publisher:
Elsevier BV
E-ISSN:
0047-259X
Date of publication:
01.07.2008
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