Representation and weak convergence of stochastic integrals with fractional integrator processes

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Representation and weak convergence of stochastic integrals with fractional integrator processes

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Title: Representation and weak convergence of stochastic integrals with fractional integrator processes
Author: Davidson, James
Hashimzade, Nigar
Publisher: Cambridge University Press
Journal: Econometric Theory
Date Issued: 2008
URI: http://hdl.handle.net/10036/48080
DOI: 10.1017/S0266466609990260
Links: http://journals.cambridge.org/action/displayJournal?jid=ECT http://business-school.exeter.ac.uk/economics/papers/2008/index.php
Type: ArticleWorking Paper
Description: Final Revision, September 2008. Final version published in Econometric Theory Copyright © Cambridge University Press 2009. Available online on http://journals.cambridge.org/
Keywords: stochastic integralsweak convergencefractional Brownian motion
ISSN: 0266-4666


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