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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dc.contributor.author Davidson, James en_GB
dc.contributor.author Hashimzade, Nigar en_GB
dc.contributor.department University of Exeter; University of Reading en_GB
dc.date.accessioned 2009-01-27T17:09:47Z en_GB
dc.date.accessioned 2011-01-25T10:26:05Z en_US
dc.date.accessioned 2013-03-19T15:55:48Z
dc.date.issued 2008 en_GB
dc.identifier.doi 10.1017/S0266466609990260 en_GB
dc.identifier.uri http://hdl.handle.net/10036/48080 en_GB
dc.language.iso en en_GB
dc.publisher Cambridge University Press en_GB
dc.relation.ispartofseries Discussion Papers in Economics en_GB
dc.relation.ispartofseries 08/07 en_GB
dc.relation.url http://journals.cambridge.org/action/displayJournal?jid=ECT en_GB
dc.relation.url http://business-school.exeter.ac.uk/economics/papers/2008/index.php en_GB
dc.subject stochastic integrals en_GB
dc.subject weak convergence en_GB
dc.subject fractional Brownian motion en_GB
dc.title Representation and weak convergence of stochastic integrals with fractional integrator processes en_GB
dc.type Article en_GB
dc.type Working Paper en_GB
dc.date.available 2009-01-27T17:09:47Z en_GB
dc.date.available 2011-01-25T10:26:05Z en_US
dc.date.available 2013-03-19T15:55:48Z
dc.identifier.issn 0266-4666 en_GB
pubs.declined 2012-12-04T13:12:43.409+0000 en_US
dc.description Final Revision, September 2008. Final version published in Econometric Theory Copyright © Cambridge University Press 2009. Available online on http://journals.cambridge.org/ en_GB
dc.identifier.journal Econometric Theory en_GB


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