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		No cover image available On Markov-switching ARMA processes stationarity, existence of moments, and geometric ergodicity created by Robert Stelzer by Stelzer, Robert [author] Series: On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity ; Volume 25, number 1 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2009 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available Convergence to stochastic power integrals for dependent heterogeneous processes created by Rickard Sandberg by Sandberg, Rickard S [author] Series: Economic theory ; Volume 29, number 3 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2009 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)
		No cover image available Representation and weak convergence of stochastic integrals with fractional integrator processes created by James Davidson and Nigar Hashimzade by Davidson, James E. H [author] Hashimzade, Nigar [co author] Series: Econometric theory ; Volume 25, number 6 Material type: Text; Format: print ; Literary form: Not fiction Cambridge: Cambridge University Press, 2009 Online resources: Click here to access online Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO. Add to cart (remove)