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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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