1、题目:weak convergence of the sequential empirical process of residuals in ARMA models
期刊:annals of statistic 21:2051-2061 作者:J. Bai
2、题目:the cusum test with ols residuals
期刊:Econometrica 60:271-285,2004 作者:
3、题目:suquential control of time series by functionals of kernel-weighted empirical processess under local alternaties
期刊:metrica 60:229-249,2004 作者:steland A.
[此贴子已经被作者于2008-11-1 15:16:55编辑过]