Stochastic equicontinuity in nonlinear time series models

In this paper, I provide simple and easily verifiable conditions under which a strong form of stochastic equicontinuity holds in a wide variety of modern time series models. In contrast to most results currently available in the literature, my methods avoid mixing conditions. I discuss several applications in detail.

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Year of publication:	2014
Authors:	Hagemann, Andreas
Published in:	Econometrics Journal. - Royal Economic Society - RES. - Vol. 17.2014, 1, p. 188-196
Publisher:	Royal Economic Society - RES

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010747026