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Convergence of the long memory Markov switching model to Brownian motion

Title
Convergence of the long memory Markov switching model to Brownian motion
Type
Technical Report
Year
2014
Authors
Changryong Baek
(Author)
Other
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Natércia Fortuna
(Author)
FEP
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Vladas Pipiras
(Author)
Other
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Scientific classification
FOS: Natural sciences > Mathematics
CORDIS: Physical sciences > Mathematics
Other information
Resumo (PT): http://www.stat.unc.edu/faculty/pipiras/baek-fortuna-pipiras-2014-ms-bm.pdf
Language: English
Type (Professor's evaluation): Scientific
Notes: Technical note.
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