Weak convergence to stochastic integrals for econometric applications

H. Liang, P. C. B. Phillips, H. Wang and Q. Wang

Year of publication:	2014
Authors:	Liang, Hanying ; Phillips, Peter C. B. ; Wang, Hanchao ; Wang, Qiying
Publisher:	New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ.
Subject:	Decomposition \| FM regression \| Linear process \| Long memory \| Stochastic integral \| Semimartingale \| α-mixing \| Schätztheorie \| Estimation theory \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Regressionsanalyse \| Regression analysis

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