Asymptotics for Nonlinear Transformations of Integrated Time Series
Year of publication: |
1998-06
|
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Authors: | Phillips, Peter C.B. ; Park, Joon Y. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Additive functionals of Brownian motion | Brownian motion | integrated process | local time | nonlinear transformation | occupation time | regression asymptotics |
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