CAVICCHIOLI, Maddalena. Autocovariance and Linear Transformations of Markov Switching VARMA Processes. Central European Journal of Economic Modelling and Econometrics, [S. l.], v. 6, n. 4, p. 275–289, 2014. DOI: 10.24425/cejeme.2014.119243. Disponível em: https://wydawnictwo.pan.pl/index.php/cejeme/article/view/182. Acesso em: 28 feb. 2026.