Malugin, Vladimir, and Alexander Novopoltsev. “Statistical Estimation and Classification Algorithms for Regime-Switching VAR Model With Exogenous Variables”. Austrian Journal of Statistics 46, no. 3-4 (April 12, 2017): 47–56. Accessed March 29, 2024. https://www.ajs.or.at/index.php/ajs/article/view/vol46-3-4-5.