Representation and weak convergence of stochastic integrals with fractional integrator processes
Year of publication: |
2009
|
---|---|
Authors: | Davidson, James E. H. ; Hashimzade, Nigar |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 6, p. 1589-1624
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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