1,Sequential  esrimation of the parameters in unstable AT(2).

期刊:sequential analysis,25(2006):25-43          作者:Galtchouk leonid, Konev Victor

2.Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models

期刊:Ann. Statist. 26(1998):741-754                      作者:Ling Shiqing

3. Asymptotocs of some estimators and sequential residual empiricals in nonlinear time series

期刊:Ann. Statist. 46(1996):380-404                      作者: H.L. Koul

4.Sequential procedures for detecting parameter changes in a time series

期刊:J. Amer. Statist Assos.72(1977):593-597           作者:Bagshaw M. , JohnsonR.A.

5.a unified approach to structural change tests based on ML scores, F statistic and OLS residuals

期刊:Econometric reviews 2006                                       作者:Zeileis Achim

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