Article dans une revue, Economics and Finance, Economies et finances, Humanities and Social Sciences

Autoregressive Moving Average Infinite Hidden Markov-Switching Models

Luc Bauwens, Jean-François Carpantier, Arnaud Dufays. Autoregressive Moving Average Infinite Hidden Markov-Switching Models. Journal of Business and Economic Statistics, 2017, 35 (2), pp.162 - 182. ⟨10.1080/07350015.2015.1123636⟩. ⟨hal-01795051⟩

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