On the order of magnitude of sums of negative powers of integrated processes
Pötscher, Benedikt M
On the order of magnitude of sums of negative powers of integrated processes created by Benedikt M. Pötscher - Econometric theory Volume 29, number 3, .
Upper and lower bounds on the order of magnitude of , where xt is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity , where vt are random variables satisfying certain conditions, are also derived.
02664666
Mathematics--Probability
Mathematics--Statistics Theory
HB139.T52 ECO
On the order of magnitude of sums of negative powers of integrated processes created by Benedikt M. Pötscher - Econometric theory Volume 29, number 3, .
Upper and lower bounds on the order of magnitude of , where xt is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity , where vt are random variables satisfying certain conditions, are also derived.
02664666
Mathematics--Probability
Mathematics--Statistics Theory
HB139.T52 ECO