Stochastic equicontinuity for unbounded dependent heterogeneous arrays

被引：18

作者：

Hansen, BE ^{[1
]}

机构：

[1] UNIV ROCHESTER,ROCHESTER,NY 14627

来源：

ECONOMETRIC THEORY | 1996年 / 12卷 / 02期

关键词：

D O I：

10.1017/S0266466600006629

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：347 / 359

页数：13

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