A necessary moment condition for the fractional functional central limit theorem

Soren Johansen and Morten Orregaard Nielsen

No 273743, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial Economics; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 9
Date: 2010-10
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https://ageconsearch.umn.edu/record/273743/files/qed_wp_1244.pdf (application/pdf)

Related works:
Journal Article: A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM (2012)
Working Paper: A necessary moment condition for the fractional functional central limit theorem (2010)
Working Paper: A Necessary Moment Condition for the Fractional Functional Central Limit Theorem (2010)
Working Paper: A Necessary Moment Condition For The Fractional Functional Central Limit Theorem (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273743

DOI: 10.22004/ag.econ.273743

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