ESAIM: Probability and Statistics (ESAIM: P&S)

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Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models

Pierre Ailliot and Françoise Pène

ESAIM: PS, 19 (2015) 268-292

Published online: 06 October 2015

DOI: 10.1051/ps/2014024

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Pierre Ailliot

Françoise Pène

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