关于积分过程负幂次和的量级

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

Econometric Theory · 2012
被引 2
人大 A-ABS 4

中文导读

研究了积分过程负幂次和的量级,给出了上下界,并推导了相关随机变量加权和的量级上界。

Abstract

Upper and lower bounds on the order of magnitude of $\sum\nolimits_{t = 1}^n {\lefttnq#x007C; {x_t } \righttnq#x007C;^{ - \alpha } } $ , where x t 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 v t are random variables satisfying certain conditions, are also derived.

数学时间序列积分过程随机过程