Weak convergence of multivariate fractional processes
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Publication:1411878
DOI10.1016/S0304-4149(99)00088-5zbMath1028.60030OpenAlexW2052631710MaRDI QIDQ1411878
Peter M. Robinson, Domenico Marinucci
Publication date: 3 November 2003
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00088-5
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)
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