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Cited article:

Statistical Analysis Of Mixture Vector Autoregressive Models

Maddalena Cavicchioli
Scandinavian Journal of Statistics 43 (4) 1192 (2016)
https://doi.org/10.1111/sjos.12237

DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS

Maddalena Cavicchioli
Journal of Time Series Analysis 35 (2) 173 (2014)
https://doi.org/10.1002/jtsa.12057

Computing and estimating information matrices of weak ARMA models

Y. Boubacar Mainassara, M. Carbon and C. Francq
Computational Statistics & Data Analysis 56 (2) 345 (2012)
https://doi.org/10.1016/j.csda.2011.07.006