Asymptotic and Bootstrap Inference for AR(Infinity) Processes with Conditional Heteroskedasticity
Silvia Goncalves, Lutz Kilian
Econometric Reviews, vol. 26, 2007, p. 609-641.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
Silvia Goncalves, Lutz Kilian
Journal of Econometrics, vol. 123, 2004, p. 89-120.