Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions
Too technical to post, see paper.
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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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