Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

The behavior of maximum likelihood estimates under nonstandard conditions

1967 • 4,602 citations

Threshold Models in Non-linear Time Series Analysis

1983 • 1,541 citations

Statistical Estimation: Asymptotic Theory

2014 • 1,278 citations

Mathematical Foundations of the Calculus of Probability.

1966 • 903 citations

General Irreducible Markov Chains and Non-Negative Operators.

1985 • 649 citations

Approximation and Weak Convergence Methods for Random Processes, With Applications to Stochastic Systems Theory.

1985 • 574 citations

On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations

1985 • 214 citations

THE ESTIMATION OF THE LOCATION OF A DISCONTINUITY IN DENSITY

1956 • 54 citations

A note on the geometric ergodicity of a Markov chain

1989 • 44 citations

NON-LINEAR TIME SERIES MODELS OF REGULARLY SAMPLED DATA: A REVIEW

1987 • 6 citations