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022 _a02664666
040 _aMSU
_bEnglish
_cMSU
_erda
050 0 0 _aHB139.T52 ECO
100 1 _aPötscher, Benedikt M
_qauthor
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
336 _2rdacontent
_atext
_btxt
337 _2rdamedia
_aunmediated
_bn
338 _2rdacarrier
_avolume
_bnc
440 _aEconometric theory
_vVolume 29, number 3,
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
650 _aMathematics
_xStatistics Theory
856 _uhttps://doi.org/10.1017/S0266466612000503
942 _2lcc
_cJA
999 _c164479
_d164479