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Theory of Stochastic Processes, 2008, Volume 14(30), Issue 1, Pages 82–94 (Mi thsp132)  
A role of the Skorokhod space in the development of the econometric analysis of time series

J. Roderick McCrorie

School of Economics and Finance, University of St.Andrews, Castlecliffe, The Scores, St Andrems, KY 16 9AL, United Kindgom
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Document Type: Article
MSC: 60F17, 60G50, 60J15, 60J55, 60J65, 62M10, 62P20.
Language: English
Citation: J. Roderick McCrorie, “A role of the Skorokhod space in the development of the econometric analysis of time series”, Theory Stoch. Process., 14(30):1 (2008), 82–94
Citation in format AMSBIB
\Bibitem{Mcc08}
\by J.~Roderick McCrorie
\paper A role of the Skorokhod space in the development
of the econometric analysis of time series
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 1
\pages 82--94
\mathnet{http://mi.mathnet.ru/thsp132}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2479709}
\zmath{https://zbmath.org/?q=an:1199.60102}
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