ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES

Upper and lower bounds on the order of magnitude of <inline-formula> </inline-formula>, where <italic>x</italic> is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity <inline-formula> </inline-formula>, where <italic>v</italic> are random variables satisfying certain conditions, are also derived.

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Year of publication:	2013
Authors:	Pötscher, Benedikt M.
Published in:	Econometric Theory. - Cambridge University Press. - Vol. 29.2013, 03, p. 642-658
Publisher:	Cambridge University Press
Description of contents:	Abstract [journals.cambridge.org]

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011067374