Biblio

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Filtres: Auteur est Arnaud Dufays  [Clear All Filters]
2017
Autoregressive Moving Average Infinite Hidden Markov-Switching ModelsJournal articleLuc Bauwens, Jean-François Carpantier et Arnaud Dufays, Journal of Business & Economic Statistics, Volume 35, Issue 2, pp. 162-182, 2017