Limit theorems for stochastic integrals with long memory processes

Stochastic Processes and their Applications 2026

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Authors: Zhishui Hu, Hanying Liang, Qiying Wang

DOI: 10.1016/j.spa.2026.104888

Cited by: 0

References: 27

Fields of Study & Subjects

Stochastic processes and financial applications Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling

References 27