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"Interaction of mean and variance of time series: a Markov switching analysis."
T. C. Chin, D. P. Mital, H. C. Chua (2000)
- T. C. Chin, D. P. Mital, H. C. Chua:
Interaction of mean and variance of time series: a Markov switching analysis. KES 2000: 423-427
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