1、题目:A new test for structural stability in the linear regression model
作者:Werner Ploberger, Walter Krämer;
期刊:Journal of Econometrics, Volume 40, Issue 2, February 1989, Pages 307-318
2、题目:the cusum test with ols residuals
作者:Werner Ploberger, Walter Krämer
期刊:Econometrics 60(1992):271-285
3, 题目:Maximum likelihood estimates of symmetric stable distribution parameters
作者:W.B. Brorsen,S.R.Yang.期刊:communications in statistics-simulation19(1990)1459-1464
4.题目:maximum likelihood estimation of stable parameters
作者J.P.Nolan 期刊:1997?
5.题目:linear regression with stably distributed residuals
作者:W.B.Brorsen,P.V.Preckel, 期刊:communications in statistics-theory and methods 22(1993):659-667
[此贴子已经被作者于2008-9-27 8:53:12编辑过]