Representation and weak convergence of stochastic integrals with fractional integrator processes

Econometric Theory

Volumn 25, Issue 6, 2009, Pages 1589-1624

  Davidson, James ^a   Hashimzade, Nigar ^b  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b UNIVERSITY OF READING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 61649111417     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466609990260     Document Type: Article

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