Estimating ARMA models with recurrent regime changes (Q1876898)

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Estimating ARMA models with recurrent regime changes
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    title
    Estimating ARMA models with recurrent regime changes (English)
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    author
    Christian Francq
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    Antony Gautier
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    publication date
    20 August 2004
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    Identifiers

    zbMATH DE Number
    2094019
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