Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions
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Bibliographic InfoPaper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1558.
Length: 67 pages
Date of creation: Feb 2006
Date of revision: Mar 2006
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Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-26 (All new papers)
- NEP-ECM-2006-02-26 (Econometrics)
- NEP-ETS-2006-02-26 (Econometric Time Series)
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.:
- Joon Y. Park & Peter C. B. Phillips, 1999.
"Nonlinear Regressions with Integrated Time Series,"
Working Paper Series
no6, Institute of Economic Research, Seoul National University.
- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"Non-linearity Induced Weak Instrumentation,"
Cowles Foundation Discussion Papers
1872, Cowles Foundation for Research in Economics, Yale University.
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