Self-weighted LAD-based inference for heavy-tailed continuous threshold autoregressive models

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A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
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scientific article; zbMATH DE number 7338494 (Why is no real title available?)
Estimation of generalized threshold autoregressive models
Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises

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