WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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Publication:2981820
DOI10.1017/S0266466615000274zbMath1385.60046OpenAlexW3125414387MaRDI QIDQ2981820
Peter C. B. Phillips, Qiying Wang, Han-Ying Liang, Han Chao Wang
Publication date: 10 May 2017
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466615000274
Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05) Economic time series analysis (91B84) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)
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