CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES

DOI10.1017/S0266466608090270zbMath1277.60063MaRDI QIDQ3181944

Rickard Sandberg

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic integrals (60H05) Non-Markovian processes: hypothesis testing (62M07) Limit theorems in probability theory (60F99)

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