1。
论文名:The Cusum of Squares Test for Variance Changes in Infinite Order Autoregressive Models
期刊名:Journal of the Korean Statistical Society
ISSN:1226-3192
Volume 29. Issue 3, pp. 351 ~ 351 , 2000
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.