WEAK-CONVERGENCE TO THE MATRIX STOCHASTIC INTEGRAL INTEGRAL-1/0-B-DB'

[1] APPROXIMATION THEOREMS FOR INDEPENDENT AND WEAKLY DEPENDENT RANDOM VECTORS [J]. ANNALS OF PROBABILITY, 1979, 7 (01) : 29 - 54

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] ON STRONG INVARIANCE-PRINCIPLES UNDER DEPENDENCE ASSUMPTIONS [J]. ANNALS OF PROBABILITY, 1986, 14 (01) : 260 - 270

[5] Hannan J., 2013, TECH NOTE, V43153

[6] Ibragimov I., 1971, INDEPENDENT STATIONA

[7] MAXIMAL INEQUALITY AND DEPENDENT STRONG LAWS [J]. ANNALS OF PROBABILITY, 1975, 3 (05) : 829 - 839

[8] PHILIPP W, 1975, MEM AM MATH SOC, V161, P1

[9] MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) : 473 - 495

[10] TIME-SERIES REGRESSION WITH A UNIT-ROOT [J]. ECONOMETRICA, 1987, 55 (02) : 277 - 301

[1] APPROXIMATION THEOREMS FOR INDEPENDENT AND WEAKLY DEPENDENT RANDOM VECTORS [J]. ANNALS OF PROBABILITY, 1979, 7 (01) : 29 - 54

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] ON STRONG INVARIANCE-PRINCIPLES UNDER DEPENDENCE ASSUMPTIONS [J]. ANNALS OF PROBABILITY, 1986, 14 (01) : 260 - 270

[5] Hannan J., 2013, TECH NOTE, V43153

[6] Ibragimov I., 1971, INDEPENDENT STATIONA

[7] MAXIMAL INEQUALITY AND DEPENDENT STRONG LAWS [J]. ANNALS OF PROBABILITY, 1975, 3 (05) : 829 - 839

[8] PHILIPP W, 1975, MEM AM MATH SOC, V161, P1

[9] MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) : 473 - 495

[10] TIME-SERIES REGRESSION WITH A UNIT-ROOT [J]. ECONOMETRICA, 1987, 55 (02) : 277 - 301