Convergence to Stochastic Integrals with Non-linear Integrands
Year of publication: |
2007-02-01
|
---|---|
Authors: | Nielsen, Bent ; Caceres, Carlos |
Institutions: | Department of Economics, Oxford University |
Subject: | Non-stationarity | Unit roots | Convergence | Autoregressive processes | Martingales | Stochastic integrals | Non-linearity |
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