@article {MR3105804,
	title = {Estimation in threshold autoregressive models with correlated innovations},
	journal = {Ann. Inst. Statist. Math.},
	volume = {65},
	number = {5},
	year = {2013},
	pages = {959{\textendash}992},
	issn = {0020-3157},
	doi = {10.1007/s10463-013-0402-4},
	url = {https://doi.org/10.1007/s10463-013-0402-4},
	author = {Chigansky, P. and Kutoyants, Yu. A.}
}
