Weak convergence of multivariate fractional processes
By: by D. Marinucci and P.M. Robinson.
Contributors: Robinson, P.M.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Econometrics discussion paper -- EM/98/352; Econometrics discussion papers (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/98/352.
Publisher: Suntory Centre
Published: 1998
Place of publication: London
Language: eng
Number of pages: 23
Subjects: Multivariate analysis.; Brownian motion processes.
Notes: Includes bibliography.