@article{articlefdd35a96, title = {State space Markov switching models using wavelets}, author = {Alencar, Airlane Pereira and Morettin, Pedro Alberto and Toloi, Clelia Maria de Castro}, year = {2013}, doi = {10.1515/snde-2012-0020}, journal = {Studies in Nonlinear Dynamics & Econometrics} }