Markov-switching regime for time series prediction. - T. C. Chin; J. Ang; N. S. Seah; D. P. Mital; H. C. Chua (KES, 2000)

Interaction of mean and variance of time series: a Markov switching analysis. - T. C. Chin; D. P. Mital; H. C. Chua (KES, 2000)