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THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
Leeb, Hannes, Pötscher, Benedikt M.Volume:
17
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466601174013
Date:
August, 2001
File:
PDF, 114 KB
english, 2001