TESTING FOR THRESHOLD AUTOREGRESSION

[11] INVARIANCE-PRINCIPLES FOR MIXING SEQUENCES OF RANDOM-VARIABLES [J]. ANNALS OF PROBABILITY, 1982, 10 (04) : 968 - 981

[12] PETRUCCELLI JD, 1986, BIOMETRIKA, V73, P687

[13] Pollard D., 1984, CONVERGENCE STOCHAST

[14] Rozanov, 1960, THEOR PROBAB APPL, V5, P204, DOI 10.1137/1105018

[15] TONG H, 1987, 1ST P WORLD C BERN S, V2, P355

[16] TONG H, 1983, LECTURE NOTES STATIS, V21

[17] TESTING AND MODELING THRESHOLD AUTOREGRESSIVE PROCESSES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1989, 84 (405) : 231 - 240

[11] INVARIANCE-PRINCIPLES FOR MIXING SEQUENCES OF RANDOM-VARIABLES [J]. ANNALS OF PROBABILITY, 1982, 10 (04) : 968 - 981

[12] PETRUCCELLI JD, 1986, BIOMETRIKA, V73, P687

[13] Pollard D., 1984, CONVERGENCE STOCHAST

[14] Rozanov, 1960, THEOR PROBAB APPL, V5, P204, DOI 10.1137/1105018

[15] TONG H, 1987, 1ST P WORLD C BERN S, V2, P355

[16] TONG H, 1983, LECTURE NOTES STATIS, V21

[17] TESTING AND MODELING THRESHOLD AUTOREGRESSIVE PROCESSES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1989, 84 (405) : 231 - 240