2Booth, N. B., and Smith, A. F. M. A Bayesian Approach to Retrospective Identification of Change-Points [ J ]. Journal of Econometrics, 1982(19) :7 -22.
3Bos, Theodore, and Pongsak Hoontrakul. Estimation of Mean and Variance Episodes in the Price Return of the Stock Exchange of Thailand [ J ]. Financial Risk and Financial Management, 2002 (16) : 535 -554.
4Chow, G. C. Tests of Equality Between Subsets of Coefficients in Two Linear Regression Models. Econometrica, 1960:591-605.
5Hsu, D. A. A Bayesian Robust Detection of Shift in the Risk Structure of Stock Market Returns [ J ]. Journal of the American Statistical Association, 1982 ( 77 ) : 39-29.
6Inclan, C. Detection of Multiple Changes of Variance Using Posterior Odds [ J ]. Journal of Business & Economic Statistics, t993 ( 11 ) :289-300.
7Inclan, Carla, and George C. Tiao. Use of Cumulative Sums of Squares for Retrospective Detection of Changes in Variance [ J ]. 3ournal of the American Statistical Association, 1994 (89) : 913 -923.
8Yao, Y. C. Estimating the Number of Change-Points by Schwarzs Criterion[ J ]. Statistics and Probability Letters, 1988 (6): 181-187.
9S. Riley. C. Fraser, C. A. Donnelly, et al. Transmission dynamics of the etiological agent of SARS in Hong Kong: impact of public health interventions.Science, 2003,300(20):1961-1966.
10M. Lipsitch, T. Cohen, B.Cooper, et al. Transmission dynamics and control of severe acute respiratory syndrome. Science, 2003,300(20):1966-1970.