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

B-Tier
Journal: Econometric Theory
Year: 2013
Volume: 29
Issue: 3
Pages: 642-658

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Upper and lower bounds on the order of magnitude of $\sum\nolimits_{t = 1}^n {\lefttnq#x007C; {x_t } \righttnq#x007C;^{ - \alpha } } $, where xt is an integrated process, are obtained. Furthermore, upper bounds for the order of magnitude of the related quantity $\sum\nolimits_{t = 1}^n {v_t } \lefttnq#x007C; {x_t } \righttnq#x007C;^{ - \alpha } $, where vt are random variables satisfying certain conditions, are also derived.

Technical Details

RePEc Handle
repec:cup:etheor:v:29:y:2013:i:03:p:642-658_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29