On the Order of Magnitude of Sums of Negative Powers of Integrated Processes

Bounds on the order of magnitude of sums of negative powers of integrated processes are derived.

Year of publication:	2011-01
Authors:	Pötscher, Benedikt M.
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	integrated proesses \| sums of negative powers \| order of magnitude \| martingale transform

Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008805051