Pötscher, Benedikt M. (2011): On the Order of Magnitude of Sums of Negative Powers of Integrated Processes.
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Bounds on the order of magnitude of sums of negative powers of integrated processes are derived.
|Item Type:||MPRA Paper|
|Original Title:||On the Order of Magnitude of Sums of Negative Powers of Integrated Processes|
|Keywords:||integrated proesses, sums of negative powers, order of magnitude, martingale transform|
|Subjects:||C - Mathematical and Quantitative Methods > C2 - Single Equation Models; Single Variables > C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models|
|Depositing User:||Benedikt Poetscher|
|Date Deposited:||22. Jan 2011 19:29|
|Last Modified:||19. Feb 2013 15:00|
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