@article{econhot_econhot-cited-d183877025863182, title = {Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model}, author = {Kung‐Sik Chan}, journal = {The Annals of Statistics}, year = {1993}, volume = {21}, number = {1}, doi = {10.1214/aos/1176349040}, url = {https://doi.org/10.1214/aos/1176349040} }