Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach
Ivo V. Stoepker, Rui M. Castro, Ery Arias-Castro, Edwin R. van den Heuvel
Journal of the American Statistical Association, vol. 119, 2024, p. 461-474.

Random Autoregressive Models: A Structured Overview
Marta Regis, Paulo Serra, Edwin R. van den Heuvel
Econometric Reviews, vol. 41, 2022, p. 207-230.