@article{CRMATH_2006__343_4_271_0, author = {Ailliot, Pierre}, title = {Some theoretical results on {Markov-switching} autoregressive models with gamma innovations}, journal = {Comptes Rendus. Math\'ematique}, pages = {271--274}, publisher = {Elsevier}, volume = {343}, number = {4}, year = {2006}, doi = {10.1016/j.crma.2006.05.018}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2006.05.018/} }