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Volumn 20, Issue 1, 2004, Pages 1-22

Nonlinear functions and convergence to Brownian motion: Beyond the continuous mapping theorem

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0742323832     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466604201013     Document Type: Article
Times cited : (32)

References (15)
  • 7
    • 0742317628 scopus 로고    scopus 로고
    • Addendum to "Asymptotics for Nonlinear Transformations of Integrated Time Series"
    • Department of Economics, Michigan State University
    • De Jong, R. (2002) Addendum to "Asymptotics for Nonlinear Transformations of Integrated Time Series." Working paper, Department of Economics, Michigan State University.
    • (2002) Working Paper
    • De Jong, R.1
  • 8
    • 0742317628 scopus 로고    scopus 로고
    • Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Series
    • Department of Economics, Michigan State University
    • De Jong, R. & C.H. Wang (2002) Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Series. Working paper, Department of Economics, Michigan State University.
    • (2002) Working Paper
    • De Jong, R.1    Wang, C.H.2
  • 10
    • 0742265442 scopus 로고    scopus 로고
    • Convergence of Functionals of Weighted Sums of Independent Random Variables to Local Times of Fractional Brownian and Stable Motions
    • ISI, Bangalore
    • Jeganathan, P. (2002) Convergence of Functionals of Weighted Sums of Independent Random Variables to Local Times of Fractional Brownian and Stable Motions. Working paper, ISI, Bangalore.
    • (2002) Working Paper
    • Jeganathan, P.1
  • 13
    • 0033412155 scopus 로고    scopus 로고
    • Asymptotics for nonlinear transformations of integrated time series
    • Park, J.Y. & P.C.B. Phillips (1999) Asymptotics for nonlinear transformations of integrated time series, Econometric Theory 15, 269-298.
    • (1999) Econometric Theory , vol.15 , pp. 269-298
    • Park, J.Y.1    Phillips, P.C.B.2
  • 14
    • 0012846557 scopus 로고    scopus 로고
    • Nonlinear regressions with integrated time series
    • Park, J.Y. & P.C.B. Phillips (2001) Nonlinear regressions with integrated time series, Econometrica 69, 117-161.
    • (2001) Econometrica , vol.69 , pp. 117-161
    • Park, J.Y.1    Phillips, P.C.B.2
  • 15


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.