Testing Fiscal Sustainability via Strong Convergence of Gaussian Random Variables

DOI10.1080/03610926.2011.622844zbMath1277.60057OpenAlexW1978365303WikidataQ57542965 ScholiaQ57542965MaRDI QIDQ2862306

Angélique Herzberg, Frederik S. Herzberg

Publication date: 14 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.622844

zbMATH Keywords

Borel-Cantelli lemmaalmost sure convergenceGaussian random variablestransversality conditionfiscal sustainabilitystochastic infinite-horizon models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Gaussian processes (60G15) Strong limit theorems (60F15) Statistical methods; economic indices and measures (91B82) Zero-one laws (60F20)

Cites Work

• Red signals: current account deficits and sustainability
• The sustainability of current account deficits. A test of the US intertemporal budget constraint

This page was built for publication: Testing Fiscal Sustainability via Strong Convergence of Gaussian Random Variables