A necessary moment condition for the fractional functional central limit theorem
Year of publication: |
2012
|
---|---|
Authors: | Johansen, Søren ; Ørregaard Nielsen, Morten |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 3, p. 671-679
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methode | Statistical method | Theorie | Theory |
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