The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations
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Publication:547338
DOI10.1007/s11425-010-4140-2zbMath1218.60018OpenAlexW2087468728MaRDI QIDQ547338
Publication date: 1 July 2011
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-010-4140-2
invariance principlefractionally integrated processesnear-epoch dependencestrong near-epoch dependence
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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Cites Work
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