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Liang, Hanying; Phillips, Peter C. B.; Wang, Hanchao; Wang, Qiying Weak convergence to stochastic integrals for econometric applications. (English) Zbl 1385.60046 Econom. Theory 32, No. 6, 1349-1375 (2016). MSC: 60F17 60F05 60H05 62P20 91B84 PDFBibTeX XMLCite \textit{H. Liang} et al., Econom. Theory 32, No. 6, 1349--1375 (2016; Zbl 1385.60046) Full Text: DOI
Su, Chun; Hu, Zhishui; Chen, Yu; Liang, Hanying A wide class of heavy-tailed distributions and its applications. (English) Zbl 1131.62011 Front. Math. China 2, No. 2, 257-286 (2007). MSC: 62E10 62G32 91B30 62P05 PDFBibTeX XMLCite \textit{C. Su} et al., Front. Math. China 2, No. 2, 257--286 (2007; Zbl 1131.62011) Full Text: DOI