@Article{Leipus:2003:RCA,
  author =       "Remigijus Leipus and Donatas Surgailis",
  title =        "Random Coefficient Autoregression, Regime Switching
                 and Long Memory",
  journal =      j-ADV-APPL-PROB,
  volume =       "35",
  number =       "3",
  pages =        "737--754",
  month =        sep,
  year =         "2003",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/1428216",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:47 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i262339;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/1428216",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

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