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This article has been cited by the following article(s):
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trendsMaddalena Cavicchioli
Stochastics 95 (8) 1488 (2023)
Mixtures of Nonlinear Poisson AutoregressionsPaul Doukhan, Konstantinos Fokianos and Joseph Rynkiewicz
Journal of Time Series Analysis 42 (1) 107 (2021)
Hierarchical Markov-switching models for multivariate integer-valued time-seriesLeopoldo Catania and Roberto Di Mari
Journal of Econometrics 221 (1) 118 (2021)
Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-SeriesLeopoldo Catania and Roberto Di Mari
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Asymptotics for Regression Models Under Loss of IdentifiabilityJoseph Rynkiewicz
Sankhya A 78 (2) 155 (2016)