A necessary moment condition for the fractional functional central limit theorem
Søren Johansen; Morten Ørregaard Nielsen
| Year of publication: |
2012
|
|---|---|
| Authors: | Johansen, Søren ; Nielsen, Morten Ørregaard |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 3, p. 671-679
|
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methode | Statistical method | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009545803