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 ; Diffusion Processes|
|Depositing User:||Benedikt Poetscher|
|Date Deposited:||20. Dec 2011 21:27|
|Last Modified:||20. Feb 2013 15:17|
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On the Order of Magnitude of Sums of Negative Powers of Integrated Processes. (deposited 22. Jan 2011 19:29)
- On the order of magnitude of sums of negative powers of integrated processes. (deposited 20. Dec 2011 21:27) [Currently Displayed]