On the order of magnitude of sums of negative powers of integrated processes

Pötscher, Benedikt M. (2011): On the order of magnitude of sums of negative powers of integrated processes.

Abstract

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

• Item Type: MPRA Paper
• Language: English
• 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

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