Weak convergence of multivariate fractional processes

Weak convergence of measures

Bogachev, Vladimir I

January 2018

This book provides a thorough exposition of the main concepts and results related to various types o...

Asymptotic inference for monstationary fractionally integrated processes

Dolado, Juan José
Mármol, Francesc

October 1999

This paper studies the asymptotic of nonstationary fractionally integrated (NFI) multivariate proces...

Weak convergence of compound stochastic process, I

Iglehart, Donald L.

Compound stochastic processes are constructed by taking the superpositive of independent copies of s...

Weak convergence of multivariate fractional processes

Marinucci, D
Robinson, Peter

March 2000

Weak convergence to a form of fractional Brownian motion is established for a wide class of nonstati...

Weak convergence of multivariate fractional processes

Marinucci, D.
Robinson, P.M.

March 2000

AbstractWeak convergence to a form of fractional Brownian motion is established for a wide class of ...

Representation and weak convergence of stochastic integrals with fractional integrator processes

Davidson, James
Hashimzade, Nigar

March 2013

Some results on convergence in the theory of stochastic processes

Gerrard, R.J
Cambridge Univ. (United Kingdom)

January 1983

SIGLEAvailable from British Library Lending Division - LD:D54698/85 / BLDSC - British Library Docume...

Weak convergence of the complex fractional Brownian motion

Liheng Sang
Guangjun Shen
Qingbo Wang

December 2018

Abstract In this paper, we obtain two approximations in law of the complex fractional Brownian motio...

The functional central limit theorem and weak convergence to stochastic integrals Results for weakly dependent and fractionally integrated processes

de Jong, R.
Davidson, J.
Cardiff Business School (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9175(97-092) / BLDSC - British L...

On almost everywhere strong convergence of multidimensional continued fraction algorithms

Hardcastle, D.
Khanin, K.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26206(2000-12) / BLDSC - British...

Multidimensional continued fractions Ergodic properties and strong convergence

Hardcastle, D.M.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038112 / BLDSC - British Library D...

CONVERGENCE TO FRACTIONAL BROWNIAN MOTION AND LOSS PROBABILITY

Jin-chun Kim
Hee-choon Lee

January 2015

Abstract. We study the weak convergence to Fractional Brownian motion and some examples with applica...

Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise

Xichao Sun
Junfeng Liu

January 2014

We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...

Asymptotic inference for monstationary fractionally integrated processes

Dolado, Juan José
Mármol, Francesc

October 1999

This paper studies the asymptotic of nonstationary fractionally integrated (NFI) multivariate proces...

Semiparametric fractional cointegration analysis

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/420) / BLDSC - British Li...

Weak convergence of measures

Bogachev, Vladimir I

January 2018

This book provides a thorough exposition of the main concepts and results related to various types o...

Asymptotic inference for monstationary fractionally integrated processes

Dolado, Juan José
Mármol, Francesc

October 1999

This paper studies the asymptotic of nonstationary fractionally integrated (NFI) multivariate proces...

Weak convergence of compound stochastic process, I

Iglehart, Donald L.

Compound stochastic processes are constructed by taking the superpositive of independent copies of s...

Weak convergence of multivariate fractional processes

Marinucci, D
Robinson, Peter

March 2000

Weak convergence to a form of fractional Brownian motion is established for a wide class of nonstati...

Weak convergence of multivariate fractional processes

Marinucci, D.
Robinson, P.M.

March 2000

AbstractWeak convergence to a form of fractional Brownian motion is established for a wide class of ...

Representation and weak convergence of stochastic integrals with fractional integrator processes

Davidson, James
Hashimzade, Nigar

March 2013

Some results on convergence in the theory of stochastic processes

Gerrard, R.J
Cambridge Univ. (United Kingdom)

January 1983

SIGLEAvailable from British Library Lending Division - LD:D54698/85 / BLDSC - British Library Docume...

Weak convergence of the complex fractional Brownian motion

Liheng Sang
Guangjun Shen
Qingbo Wang

December 2018

Abstract In this paper, we obtain two approximations in law of the complex fractional Brownian motio...

The functional central limit theorem and weak convergence to stochastic integrals Results for weakly dependent and fractionally integrated processes

de Jong, R.
Davidson, J.
Cardiff Business School (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9175(97-092) / BLDSC - British L...

On almost everywhere strong convergence of multidimensional continued fraction algorithms

Hardcastle, D.
Khanin, K.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26206(2000-12) / BLDSC - British...

Multidimensional continued fractions Ergodic properties and strong convergence

Hardcastle, D.M.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038112 / BLDSC - British Library D...

CONVERGENCE TO FRACTIONAL BROWNIAN MOTION AND LOSS PROBABILITY

Jin-chun Kim
Hee-choon Lee

January 2015

Abstract. We study the weak convergence to Fractional Brownian motion and some examples with applica...

Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise

Xichao Sun
Junfeng Liu

January 2014

We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...

Asymptotic inference for monstationary fractionally integrated processes

Dolado, Juan José
Mármol, Francesc

October 1999

This paper studies the asymptotic of nonstationary fractionally integrated (NFI) multivariate proces...

Semiparametric fractional cointegration analysis

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/420) / BLDSC - British Li...

Weak convergence of measures

Bogachev, Vladimir I

January 2018

This book provides a thorough exposition of the main concepts and results related to various types o...

Asymptotic inference for monstationary fractionally integrated processes

Dolado, Juan José
Mármol, Francesc

October 1999

This paper studies the asymptotic of nonstationary fractionally integrated (NFI) multivariate proces...

Weak convergence of compound stochastic process, I

Iglehart, Donald L.

Compound stochastic processes are constructed by taking the superpositive of independent copies of s...

Weak convergence of multivariate fractional processes

Abstract

Extracted data

Weak convergence of multivariate fractional processes

Abstract

Extracted data

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