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

DOI10.1017/S0266466612000503zbMath1277.60065arXiv1101.3902MaRDI QIDQ2845026

Benedikt M. Pötscher

Publication date: 22 August 2013

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.3902

zbMATH Keywords

integrated processesorder of magnitudesums of negative powers

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items

NEGATIVE POWERS OF INTEGRATED PROCESSES ⋮ THE SUM OF THE RECIPROCAL OF THE RANDOM WALK

Cites Work

• Unnamed Item
• Convergence of functionals of sums of r.v.s to local times of fractional stable motions.
• WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE

This page was built for publication: ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES