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The Functional Central Limit Theorem and Weak Convergence to Stochastic Integrals II: Fractionally Integrated Processes
Davidson, James, (2000)
The Functional Central Limit Theorem and Weak Convergence to Stochastic Integrals I: Weakly Dependent Processes
Jong, Robert M.de, (2000)
NOTES AND COMMENTS: - Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices