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

  • Pötscher, Benedikt M.

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

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File URL: http://mpra.ub.uni-muenchen.de/28287/1/MPRA_paper_28287.pdf
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File URL: http://mpra.ub.uni-muenchen.de/35499/1/MPRA_paper_35499.pdf
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File URL: http://mpra.ub.uni-muenchen.de/40017/1/MPRA_paper_40017.pdf
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 28287.

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Date of creation: Jan 2011
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Handle: RePEc:pra:mprapa:28287
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  1. Berkes, Istv n & Horv th, Lajos, 2006. "Convergence Of Integral Functionals Of Stochastic Processes," Econometric Theory, Cambridge University Press, vol. 22(02), pages 304-322, April.
  2. Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(04), pages 888-947, August.
  3. P tscher, Benedikt M., 2004. "Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem," Econometric Theory, Cambridge University Press, vol. 20(01), pages 1-22, February.
  4. Peter C.B. Phillips & Joon Y. Park, 1998. "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.
  5. Christopeit, Norbert, 2009. "Weak Convergence Of Nonlinear Transformations Of Integrated Processes: The Multivariate Case," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1180-1207, October.
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