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RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME

✍ Scribed by Ulla Holst; Georg Lindgren; Jan Holst; Mikael Thuvesholmen

Book ID: 111039762
Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 760 KB
Volume: 15
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.1994.tb00206.x

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