1、题目：autoregressive processes with infinite variance
期刊:journal of applied probability, 1977
连接：http://www.jstor.org/pss/3213015

2、题目：Estimation of the autoregression parameter with infinite dispersion of noise
期刊：automation and remote control archive, 70, 2009
连接：
3、题目：RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS期刊：journal of time series连接：http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9892.1987.tb00420.x/abstract