Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
提出一种基于累积平方和的统计方法，用于在时间序列数据中回顾性地检测方差发生变化的时点，对经济金融领域的波动性分析有参考价值。
Carla Inclan, George C. Tiao, Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance, Journal of the American Statistical Association, Vol. 89, No. 427 (Sep., 1994), pp. 913-923