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The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes

机译：泛函中心极限定理和随机积分的弱收敛II：分数积分过程

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Davidson James; De Jong Robert M.;
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年度 2013
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1. Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes [J] . Keigo Yamada Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 1999,第1期

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2. FUNCTIONAL LIMIT THEOREMS FOR STOCHASTIC INTEGRALS WITH APPLICATIONS TO RISK PROCESSES AND TO SELF-FINANCING STRATEGIES IN A MULTIDIMENSIONAL MARKET. I [J] . YU. S. MISHURA, G. M. SHEVCHENKO, YU. V. YUKHNOVSKII Theory of probability and mathematical statistics . 2010,第Null期

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3. On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation [J] . Chen Ting-Li, Fujisawa Hironori, Huang Su-Yun, Journal of Multivariate Analysis: An International Journal . 2016,第Null期

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4. Stochastic Functional Central Limit Theorems with Applications to Control of Uncertain Systems [C] . Xinjia Chen Spie Defense + Commercial Sensing . 2019

机译：随机函数中央极限定理，应用于控制不确定系统
5. Central Limit Theorems for Some Symmetric Stochastic Integrals. [D] . Harnett, Daniel. 2013

机译：一些对称随机积分的中心极限定理。
6. Limit theorems for weighted sums and stochastic approximation processes [O] . T. L. Lai, Herbert Robbins 1978

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7. The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes [O] . De Jong Robert M., Davidson James 2013

机译：泛函中心极限定理和对随机积分的弱收敛I：弱依赖过程
8. On Functional Central Limit Theorems for Certain Continuous Time Parameter Stochastic Processes. [R] . Sen, P. K., Tsong, Y. 1978

机译：关于连续时间参数随机过程的功能中心极限定理。

The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes

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