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BibTeX entry
@Article{Chan:1993:CLD,
author = "K. S. Chan",
title = "Consistency and Limiting Distribution of the Least
Squares Estimator of a Threshold Autoregressive Model",
journal = j-ANN-STAT,
volume = "21",
number = "1",
pages = "520--533",
month = mar,
year = "1993",
CODEN = "ASTSC7",
DOI = "https://doi.org/10.1214/aos/1176349040",
ISSN = "0090-5364 (print), 2168-8966 (electronic)",
ISSN-L = "0090-5364",
bibdate = "Wed Jun 4 06:40:23 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/annstat1990.bib",
URL = "http://projecteuclid.org/euclid.aos/1176349040",
acknowledgement = ack-nhfb,
fjournal = "Annals of Statistics",
journal-URL = "http://projecteuclid.org/all/euclid.aos/",
}
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