Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays

This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near epoch dependent arrays.

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Year of publication:	1994-11
Authors:	Hansen, Bruce E.
Institutions:	Department of Economics, Boston College
Subject:	Empirical process \| weak convergence

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Extent:	application/pdf
Series:	Boston College Working Papers in Economics.
Type of publication:	Book / Working Paper
Notes:	published, Econometric Theory, 1996, 12:347-359. The text is part of a series Boston College Working Papers in Economics Number 295. 19 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004968854