Functional convergence of stochastic integrals with application to statistical inference
Year of publication: |
2012
|
---|---|
Authors: | Davis, Richard A. ; Song, Li |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 3, p. 725-757
|
Publisher: |
Elsevier |
Subject: | Weak convergence | Stochastic processes | Unit root problem |
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