Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions
| Year of publication: |
[2008]
|
|---|---|
| Authors: | Jeganathan, P. |
| Publisher: |
[2008]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
Abstract too technical to post
|
| Extent: | 1 Online-Ressource (81 p) |
|---|---|
| Series: | Cowles Foundation Discussion Paper ; No. 1649 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2008 erstellt |
| Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012772073