2Le, N. D. Martin, R. D. &Raflery, A. E. Modeling fiat stretches, bursts, and outliers in timeseries using mixture transition distribution models. Journal of the American Statistical hsso-ciatlon, 1996,91 , 1504 - 1514.
3Raftery, A. E. Model for high-order Markov chains. Journal of Royal Statistical Society, Ser. B, 1985,47,528 - 539.
4Wong, G. S. &Li, W. K. On a Mixture Autoregressive Model. Journal of the royal Statistical Society, Ser. B, 2000,62, 95 - 115.
5Wong, G. S. &Li, W. K. On a logistic mixture autoregressive model. Bionmetrika,2001,88,3,833 -846.
6Wong, G. S. &Li, W. K. On a Mixture Autoregressive Conditional Heteroscedastic Model. Journal of American Statistical Association ,2001,96,982 - 995.
7Wong, C. S. &Chan, W. S. Mixture Gaussian Time Series Modeling of Long-Term Markrting Returns. Prepared for the 2003 Stochastic Modeling Symposium 4 - 5 september, 2003, Toronto, Canada.
8Hamilton,j.D.著.刘明志,译.时间序列分析.中国社会科学出版社,1999.
9Benes, V. E. Existence of Finite Invariant Measures for Markov Process. Proceedings of the American Mathemstical Socirty, 1967,18,1058 - 1061.