Convergence to Stochastic Integrals with Non-linear integrands
Year of publication: |
2007-02-12
|
---|---|
Authors: | Nielsen, Bent ; Caceres, Carlos |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | non-stationarity | unit roots | convergence | autoregressive processes | martingales stochastic integrals | non-linearity |
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