@article{PS_2012__16__25_0, author = {Olteanu, Madalina and Rynkiewicz, Joseph}, title = {Asymptotic properties of autoregressive regime-switching models}, journal = {ESAIM: Probability and Statistics}, pages = {25--47}, publisher = {EDP-Sciences}, volume = {16}, year = {2012}, doi = {10.1051/ps/2011153}, mrnumber = {2911020}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2011153/} }