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Representation and weak convergence of stochastic integrals with fractional integrator processes
Davidson, James E. H.; Hashimzade, Nigar - In: Econometric theory 25 (2009) 6, pp. 1589-1624
Persistent link: https://www.econbiz.de/10003904427
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Alternative frequency and time domain versions of fractional Brownian motion
Davidson, James E. H.; Hashimzade, Nigar - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10003894155
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ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James; Hashimzade, Nigar; Beran, J.; … - In: Econometric theory 24 (2008) 1, pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
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REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
Davidson, James; Hashimzade, Nigar - In: Econometric theory 25 (2009) 6, pp. 1589-1624
Persistent link: https://www.econbiz.de/10008325216