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Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions

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Author Info
P. Jeganathan (Indian Statistical Institute)
Abstract

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File URL: http://cowles.econ.yale.edu/P/cd/d15b/d1558.pdf
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Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1558.

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Length: 67 pages
Date of creation: Feb 2006
Date of revision: Mar 2006
Handle: RePEc:cwl:cwldpp:1558

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Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.
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This page was last updated on 2009-12-10.

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