Details Details PDF BIBTEX RIS Title Autocovariance and Linear Transformations of Markov Switching VARMA Processes Journal title Central European Journal of Economic Modelling and Econometrics Yearbook 2014 Issue No 4 Authors Cavicchioli, Maddalena Keywords time series ; multivariate ARMA ; state-space models ; Markovchains ; changes in regime ; autocovariance ; linear representations Divisions of PAS Nauki Humanistyczne i Społeczne Coverage 275-289 Publisher Oddział PAN w Łodzi Date 31.12.2014 Type Artykuły / Articles Identifier DOI: 10.24425/cejeme.2014.119243 ; ISSN - 2080-0886, ISSN online - 2080-119X Source Central European Journal of Economic Modelling and Econometrics; 2014; No 4; 275-289 <div class="test"></div>