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005 | 20240322072858.0 | ||
008 | 240322b |||||||| |||| 00| 0 eng d | ||
022 | _a02664666 | ||
040 |
_aMSU _bEnglish _cMSU _erda |
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050 | 0 | 0 | _aHB139.T52 ECO |
100 | 1 |
_aPötscher, Benedikt M _qauthor |
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245 | 1 | 0 |
_aOn the order of magnitude of sums of negative powers of integrated processes _ccreated by Benedikt M. Pötscher |
264 | 1 |
_aCambridge: _bCambridge University Press, _c2013 |
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336 |
_2rdacontent _atext _btxt |
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337 |
_2rdamedia _aunmediated _bn |
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338 |
_2rdacarrier _avolume _bnc |
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440 |
_aEconometric theory _vVolume 29, number 3, |
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520 | 3 | _aUpper 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. | |
650 |
_aMathematics _xProbability |
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650 |
_aMathematics _xStatistics Theory |
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856 | _uhttps://doi.org/10.1017/S0266466612000503 | ||
942 |
_2lcc _cJA |
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999 |
_c164479 _d164479 |