Weak Convergence to Stochastic Integrals for Econometric Applications
Year of publication: |
2014-12
|
---|---|
Authors: | Liang, Hanying ; Phillips, Peter C.B. ; Wang, Hanchao ; Wang, Qiying |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Decomposition | FM regression | Linear process | Long memory | Stochastic integral | Semimartingale | alpha-mixing |
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