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A necessary moment condition for the fractional functional central limit theorem
Johansen, Soren
;
Orregaard Nielsen, Morten
2010
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Title
A necessary moment condition for the fractional functional central limit theorem
Keywords
Fractional integration
;
functional central limit theorem
;
long memory
;
moment condition
;
necessary condition
Author(s)
Johansen, Soren
Orregaard Nielsen, Morten
Subject(s)
Financial Economics
Research Methods/Statistical Methods
Issue Date
2010-10
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.273743
Record Identifier
https://ageconsearch.umn.edu/record/273743
Language
English
Total Pages
9
JEL Codes
C22
Series Statement
Working Paper No. 1244
Record Appears in
Queen's University - Department of Economics
>
Queen's Economics Department Working Papers
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