Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes
Year of publication: |
2007-12-21
|
---|---|
Authors: | Davidson, James ; Hashimzade, Nigar |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Stochastic integral | weak convergence | fractional Brownian motion |
-
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes
Davidson, James, (2008)
-
Weak Convergence to the Matrix Stochastic Integral BdB
Phillips, Peter C.B., (1986)
-
Multiple Regression with Integrated Time Series
Phillips, Peter C.B., (1987)
- More ...
-
Representation and weak convergence of stochastic integrals with fractional integrator processes
Davidson, James E. H., (2008)
-
Type I and type II fractional Brownian motions : a reconsideration
Davidson, James E. H., (2008)
-
Alternative frequency and time domain versions of fractional Brownian motion
Davidson, James E. H., (2008)
- More ...