THE SUM OF THE RECIPROCAL OF THE RANDOM WALK

DOI10.1017/S0266466618000464zbMath1440.60038OpenAlexW2912186877MaRDI QIDQ5218428

Jon Michel, Robert M. de Jong

Publication date: 3 March 2020

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

Full work available at URL: https://doi.org/10.1017/s0266466618000464

zbMATH Keywords

reciprocal of the random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

NEGATIVE POWERS OF INTEGRATED PROCESSES

Cites Work

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• Strong approximation of additive functionals
• Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
• The sequence of sums of independent random variables
• ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES
• SUMS OF EXPONENTIALS OF RANDOM WALKS WITH DRIFT
• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
• FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
• Transition Modeling and Econometric Convergence Tests

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