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Tail behaviour and extremes of two-state Markov-switching autoregressive models

✍ Scribed by Péter Elek; András Zempléni

Book ID: 108077192
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 567 KB
Volume: 55
Category: Article
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2007.09.008

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