Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions
Year of publication: |
2008-04
|
---|---|
Authors: | Jeganathan, P. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Fractional ARIMA | Sums of linear process | Nonlinear functionals | Limit theorems | Local time | Fractional Brownian and Stable motions |
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