1。
作者:Aue, A., Horv´ath, L., Huˇskov´a, M., and Kokoszka, P. (2006).
论文名:Change-point monitoring in linear models.
期刊名:Econometrics Journal 9, 373–403.
2。
作者:Aue, A., Berkes, I., and Horv´ath, L. (2006).
论文名:Strong approximation for the sums of squares of augmented GARCH sequences.
期刊名:Bernoulli 12, 583–608.
3。
作者:Berkes, I., Gombay, E., Horv´ath, L., and Kokoszka, P. (2004).
论文名:Sequential change-point detection in GARCH(p, q) models.
期刊名:Econometric Theory 20, 1140–1167.
[此贴子已经被作者于2009-4-16 19:51:42编辑过]


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