NEGATIVE POWERS OF INTEGRATED PROCESSES
From MaRDI portal
Publication:5071688
DOI10.1017/S026646662100013XzbMath1493.62620OpenAlexW3157572450MaRDI QIDQ5071688
Neslihan Sakarya, Robert M. de Jong
Publication date: 22 April 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646662100013x
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
- Recent developments on the moment problem
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
- ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES
- Asymptotic Statistics
- A Proof of the Generalized Second-Limit Theorem in the Theory of Probability
- ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
- FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
- NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
- THE SUM OF THE RECIPROCAL OF THE RANDOM WALK
- WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
- CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
This page was built for publication: NEGATIVE POWERS OF INTEGRATED PROCESSES
