@article{PS_2015__19__268_0, author = {Ailliot, Pierre and P\`ene, Fran\c{c}oise}, title = {Consistency of the maximum likelihood estimate for non-homogeneous {Markov{\textendash}switching} models}, journal = {ESAIM: Probability and Statistics}, pages = {268--292}, publisher = {EDP-Sciences}, volume = {19}, year = {2015}, doi = {10.1051/ps/2014024}, mrnumber = {3412646}, zbl = {1330.62101}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2014024/} }