References
- Billingsley, P. 1968. Convergence of probability measures. New York: Wiley Press.
- Chan, K. S. 1989. A note on the ergodicity of a markov chain. Advances in Applied Probability 21:702–4.
- Chan, K. S. 1993. Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. The Annals of Statistics 21:520–33.
- Chan, K. S., and H. Tong. 2010. On estimating thresholds in autoregressive models. Journal of Time 7:179–90.
- Hall, P., and C. C. Heyde. 1980. Martingale limit theorey and its application. New York: Academic Press.
- Hans, V. S., and W. Z. Francis. 2003. Statistical analysis in climate research. British: Cambridge University Press.
- Hansen, B. E. 1996. Inference when a nuisance parameter is not identified under the null hypothesis. Journal of the Business and Economic Statistics 64:413–30.
- Hansen, B. E. 1999. Threshold effects in non-dynamic panels: estimation, testing, and inference. Journal of Economics 93:345–68.
- Hansen, B. E. 2000. Sample splitting and threshold estimation. Journal of the Business and Economic Statistics 68:575–603.
- Peligrad, M. 1982. Invariance principles for mixing sequences of random variables. The Annals of Probability 10:968–81.
- Qiu, P. H. 1997. Nonparametric estimation of jump surface. The Indian Journal of Statistics 59:268–94.
- Qiu, P. H. 1998. Discontinuous regression surfaces fitting. The Annals of Statistics 26:2218–45.
- Qiu, P. H. 2002. A nonparametric procedure to detect jumps in regression surfaces. Journal of Computational and Graphical Statistics 11:799–822.
- Qiu, P. H. 2004. The local piecewisely linear kernel smoothing procedure for fitting jump regression surfaces. Technometrics 46:87–98.
- Qiu, P. H., and B. Yandell. 1997. Jump detection in regression surfaces. Journal of Computational and Graphical Statistics 6:332–54.
- Robert, D. W. 2009. The literature of climatology. Annals of the Association of American Geographers 21:34–51.
- Ruey, S. T. 1989. Testing and modeling threshold autoregressive processes. Journal of the American Statistical Association 84:231–40.