WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION

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Standard

WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION. / Johansen, Søren; Nielsen, Morten Ørregaard.

I: Econometric Theory, 2024, s. 1-16.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Johansen, S & Nielsen, MØ 2024, 'WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION', Econometric Theory, s. 1-16. https://doi.org/10.1017/S0266466622000639

APA

Johansen, S., & Nielsen, M. Ø. (2024). WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION. Econometric Theory, 1-16. https://doi.org/10.1017/S0266466622000639

Vancouver

Johansen S, Nielsen MØ. WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION. Econometric Theory. 2024;1-16. https://doi.org/10.1017/S0266466622000639

Author

Johansen, Søren ; Nielsen, Morten Ørregaard. / WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION. I: Econometric Theory. 2024 ; s. 1-16.

Bibtex

@article{027fbf209cc04f91bfc4005bb981c373,
title = "WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION",
author = "S{\o}ren Johansen and Nielsen, {Morten {\O}rregaard}",
year = "2024",
doi = "10.1017/S0266466622000639",
language = "English",
pages = "1--16",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",

}

RIS

TY - JOUR

T1 - WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION

AU - Johansen, Søren

AU - Nielsen, Morten Ørregaard

PY - 2024

Y1 - 2024

U2 - 10.1017/S0266466622000639

DO - 10.1017/S0266466622000639

M3 - Journal article

SP - 1

EP - 16

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

ER -

ID: 343169797