DÜRRE, A.; FRIED, R. Robust Test for Detecting Changes in the Autocovariance Function of a Time Series. Austrian Journal of Statistics, [S. l.], v. 49, n. 4, p. 35–45, 2020. DOI: 10.17713/ajs.v49i4.1123. Disponível em: https://ajs.or.at/index.php/ajs/article/view/1123. Acesso em: 21 jun. 2021.