1. T. V. Anderson, The Statistical Analysis of Time Series, Wiley, New York, 1971.
2. P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968.
3. M. V. Boldin, “Estimation of the Distribution of Noise in an Autoregression Scheme”, Theory Probab. Appl., 27 (4), 866–871 (1982).
4. M. V. Boldin, “On Empirical Processes in Heteroscedastic Time Series and Their Use for Hypothesis Testing and Estimation”, Math. Methods Statist., 9 (1), 65–89 (2000).
5. M. V. Boldin, G. I. Simonova, and Yu. N. Tyurin, Sign-Based Methods in Linear Statistical Models, AMS, Providence, 1997.