Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
This paper provides conditions to establish the weak convergence of stochastic integrals. The theorems are proved under the assumption that the innovations are strong mixing with uniformly bounded 2-h moments. Several applications of the results are given, relevant for the theories of estimation with I(1) processes, I(2) processes, processes with nonstationary variances, near-integrated processes, and continuous time approximations.