Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions
| Year of publication: |
2008-04
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| Authors: | Jeganathan, P. |
| Institutions: | Cowles Foundation for Research in Economics, Yale University |
| Subject: | Fractional ARIMA | Sums of linear process | Nonlinear functionals | Limit theorems | Local time | Fractional Brownian and Stable motions |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The price is None Number 1649 80 pages |
| Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10005762676