A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL...

Econometric Theory 2012 / 6 Vol. 28; Iss. 3

A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM

Johansen, Søren, Ørregaard Nielsen, Morten
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Volume:
28
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466611000697
Date:
June, 2012
File:
PDF, 91 KB
english, 2012
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