A necessary moment condition for the fractional functional central limit theorem
2010
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Details
Title
A necessary moment condition for the fractional functional central limit theorem
Keywords
Author(s)
Johansen, Soren
Orregaard Nielsen, Morten
Orregaard Nielsen, Morten
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