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Convergence to a Stochastic Integral

Published online by Cambridge University Press:  18 October 2010

Abstract

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Type
Solutions
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1.Phillips, P.C.B.Time series regression with unit root. Econometrica 55 (1987): 277302.CrossRefGoogle Scholar
2.Cox, D.R. & Miller, H.D.. The Theory of Stochastic Processes. New York: Wiley, 1965.Google Scholar