The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Year of publication: |
2000
|
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Authors: | Davidson, James E. H. ; Jong, Robert M. de |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 5, p. 643-666
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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