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A property of partial sums of regression least squares residuals and its applications

. Journal of Statistical Planning and Inference, 37 (3): 317--326 (декабря 1993)

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Detection and estimation of abrupt changes in the variability of a process, , и . Computational Statistics & Data Analysis, 40 (1): 1--19 (28.07.2002)A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point, , и . Computational Statistics & Data Analysis, 34 (3): 315--334 (28.09.2000)Non-linear properties of conditional returns under scale mixtures, , и . Computational Statistics & Data Analysis, 51 (6): 3041--3056 (01.03.2007)A property of partial sums of regression least squares residuals and its applications. Journal of Statistical Planning and Inference, 37 (3): 317--326 (декабря 1993)