Weak convergence of multivariate fractional processes

Stochastic Processes and their Applications

Volumn 86, Issue 1, 2000, Pages 103-120

  Marinucci, D ^a   Robinson, P M ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Functional central limit theorem; Nonstationary fractional integration; Primary 60F17; Secondary 62m10

Indexed keywords

EID: 0001124140     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00088-5     Document Type: Article

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