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

Autocovariance structure of powers of switching-regime ARMA Processes

Christian Francq and Jean-Michel Zakoïan

ESAIM: PS, 6 (2002) 259-270

Published online: 15 November 2002

DOI: 10.1051/ps:2002014

Christian Francq

Jean-Michel Zakoïan

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