Cai, Y., & Stander, J. (2008). Quantile self-exciting threshold autoregressive time series models. journal of time series analysis, 29(1), pp. 186-202. doi:10.1111/j.1467-9892.2007.00551.x
Chicago Style CitationCai, Yuzhi, and Julian Stander. "Quantile Self-exciting Threshold Autoregressive Time Series Models." Journal of Time Series Analysis 29, no. 1 (2008): 186-202.
MLA CitationCai, Yuzhi, and Julian Stander. "Quantile Self-exciting Threshold Autoregressive Time Series Models." Journal of Time Series Analysis 29.1 (2008): 186-202.
Warning: These citations may not always be 100% accurate.