TY  - JOUR
AU  - Ailliot, Pierre
AU  - Pène, Françoise
TI  - Consistency of the maximum likelihood estimate for non-homogeneous Markov–switching models
JO  - ESAIM: Probability and Statistics
PY  - 2015
SP  - 268
EP  - 292
VL  - 19
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ps/2014024/
DO  - 10.1051/ps/2014024
LA  - en
ID  - PS_2015__19__268_0
ER  -