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~person:"Nielsen, Morten Ørregaard"
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functional central limit theorem
3
long memory
3
moment condition
3
necessary condition
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fractional integration
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Nielsen, Morten Ørregaard
Podolskij, Mark
32
Robinson, Peter M.
10
Vetter, Mathias
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Berti, Patrizia
9
Chernozhukov, Victor
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Crimaldi, Irene
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Pratelli, Luca
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Rigo, Pietro
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Jacod, Jean
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Lee, Oesook
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Todorov, Viktor
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Pan, Guangming
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Yang, Yanrong
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Bardet, Jean-Marc
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Barndorff-Nielsen, Ole E.
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Corcuera, José Manuel
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Epstein, Larry G.
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He, Changli
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Johansen, Søren
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Kratz, Marie
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Liu, Zhi
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Da Silva, Sergio
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Gleria, Iram
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Jing, Bingyi
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A necessary moment condition for the fractional functional
central
limit
theorem
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
Economics Department, Queen's University
-
2010
We discuss the moment condition for the fractional functional
central
limit
theorem
(FCLT) for partial sums of x …
Persistent link: https://www.econbiz.de/10008671793
Saved in:
2
A necessary moment condition for the fractional functional
central
limit
theorem
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
School of Economics and Management, University of Aarhus
-
2010
We discuss the moment condition for the fractional functional
central
limit
theorem
(FCLT) for partial sums of x …
Persistent link: https://www.econbiz.de/10008680679
Saved in:
3
A Necessary Moment Condition for the Fractional Functional
Central
Limit
Theorem
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
Økonomisk Institut, Københavns Universitet
-
2010
We discuss the moment condition for the fractional functional
central
limit
theorem
(FCLT) for partial sums of x …
Persistent link: https://www.econbiz.de/10008684785
Saved in:
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