THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
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Publication:2716482
DOI10.1017/S0266466600165028zbMath0981.60028MaRDI QIDQ2716482
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Publication date: 1 March 2002
Published in: Econometric Theory (Search for Journal in Brave)
functional central limit theoremfractional Brownian motionlong memorystochastic integralfractionally integrated process
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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