São Paulo Journal of Mathematical Sciences · 2023 · 16 citations · 15 references
EngineeringMathematicsProbability TheoryRepresentation TheoryStochastic ProcessesDiffusion ProcessesMarkov ChainsMarkov ProcessesMarkov Diffusion ProcessesSpectral Representation
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Stationarity of multivariate Markov–switching ARMA models
Christian Francq · Journal of Econometrics · 2001 · 232 citations
M. Rosenblatt, John W. Van Ness · The Annals of Mathematical Statistics · 1965 · 201 citations · Full text