Show simple item record

dc.contributor.authorDavidson, Jamesen_GB
dc.contributor.authorHashimzade, Nigaren_GB
dc.contributor.departmentUniversity of Exeter; University of Readingen_GB
dc.date.accessioned2009-01-27T17:09:47Zen_GB
dc.date.accessioned2011-01-25T10:26:05Zen_GB
dc.date.accessioned2013-03-19T15:55:48Z
dc.date.issued2008en_GB
dc.identifier.doi10.1017/S0266466609990260en_GB
dc.identifier.urihttp://hdl.handle.net/10036/48080en_GB
dc.language.isoenen_GB
dc.publisherCambridge University Pressen_GB
dc.relation.ispartofseriesDiscussion Papers in Economicsen_GB
dc.relation.ispartofseries08/07en_GB
dc.relation.urlhttp://journals.cambridge.org/action/displayJournal?jid=ECTen_GB
dc.relation.urlhttp://business-school.exeter.ac.uk/economics/papers/2008/index.phpen_GB
dc.subjectstochastic integralsen_GB
dc.subjectweak convergenceen_GB
dc.subjectfractional Brownian motionen_GB
dc.titleRepresentation and weak convergence of stochastic integrals with fractional integrator processesen_GB
dc.typeArticleen_GB
dc.typeWorking Paperen_GB
dc.date.available2009-01-27T17:09:47Zen_GB
dc.date.available2011-01-25T10:26:05Zen_GB
dc.date.available2013-03-19T15:55:48Z
dc.identifier.issn0266-4666en_GB
pubs.declined2012-12-03T13:35:31.0+0000
dc.descriptionFinal 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.journalEconometric Theoryen_GB


Files in this item

This item appears in the following Collection(s)

Show simple item record