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_GB |
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_GB |
dc.date.available | 2013-03-19T15:55:48Z | |
dc.identifier.issn | 0266-4666 | en_GB |
pubs.declined | 2012-12-03T13:35:31.0+0000 | |
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 |