Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions
Too technical to post here. Please see paper.
|Date of creation:||Feb 2006|
|Date of revision:||Mar 2006|
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- Joon Y. Park & Peter C.B. Phillips, 1998.
"Nonlinear Regressions with Integrated Time Series,"
Cowles Foundation Discussion Papers
1190, Cowles Foundation for Research in Economics, Yale University.
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