On the Order of Magnitude of Sums of Negative Powers of Integrated Processes

Benedikt Pötscher

MPRA Paper from University Library of Munich, Germany

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

Keywords: integrated proesses; sums of negative powers; order of magnitude; martingale transform (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2011-01
New Economics Papers: this item is included in nep-ecm and nep-ets
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https://mpra.ub.uni-muenchen.de/28287/1/MPRA_paper_28287.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/35499/1/MPRA_paper_35499.pdf revised version (application/pdf)
https://mpra.ub.uni-muenchen.de/40017/1/MPRA_paper_40017.pdf revised version (application/pdf)

Related works:
Journal Article: ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:28287

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