Maddalena Cavicchioli. Asymptotic Fisher information matrix of Markov switching VARMA models. J. Multivariate Analysis, 157:124-135, 2017. [doi]
@article{Cavicchioli17,
title = {Asymptotic Fisher information matrix of Markov switching VARMA models},
author = {Maddalena Cavicchioli},
year = {2017},
doi = {10.1016/j.jmva.2017.03.004},
url = {https://doi.org/10.1016/j.jmva.2017.03.004},
researchr = {https://researchr.org/publication/Cavicchioli17},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {157},
pages = {124-135},
}