代表性论文：
Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. Energy Economics.2019，Chen, R.D, Xu, J.J.
一种惩罚最大似然方法估计混合回归模型. 中国科学.数学,2019, 8, 徐建军, 谭鲜明, 张润楚.
A note on Phillips (1991): ”A constrained maximum likelihood approach to estimating switching regressions”. Journal of Econometrics 2010,154, 35-41.Xu, J.J, Tan, X.M and Zhang, R.C.
Testing for changes in the mean or variance of long memory processes. Acta Mathematica Sinica. 2010,26, Li, Y.X, Xu, J.J and Zhang, L.X.
随机函数的几乎处处中心极限定理. 中国科学A辑, 2006 第9期, 陆传荣 邱瑾 徐建军.
