An L1-convergence theorem for heterogeneous mixingale arrays with trending moments
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- Shin Kanaya, 2016.
"Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes,"
CREATES Research Papers
2016-24, Department of Economics and Business Economics, Aarhus University.
- Kanaya, Shin, 2016. "Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes," Discussion Paper Series 646, Institute of Economic Research, Hitotsubashi University.
- Shin Kanaya, 2016. "Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes," KIER Working Papers 947, Kyoto University, Institute of Economic Research.
- de Jong, Robert M., 1996. "A strong law of large numbers for triangular mixingale arrays," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 1-9, March.
- Jenish, Nazgul & Prucha, Ingmar R., 2009. "Central limit theorems and uniform laws of large numbers for arrays of random fields," Journal of Econometrics, Elsevier, vol. 150(1), pages 86-98, May.
- Calhoun, Gray, 2014. "Block Bootstrap Consistency Under Weak Assumptions," Staff General Research Papers Archive 34313, Iowa State University, Department of Economics.
- Jenish, Nazgul & Prucha, Ingmar R., 2012. "On spatial processes and asymptotic inference under near-epoch dependence," Journal of Econometrics, Elsevier, vol. 170(1), pages 178-190.
- Hill, Jonathan B., 2010.
"On Tail Index Estimation For Dependent, Heterogeneous Data,"
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- Jonathan B. Hill, 2005. "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics 0505005, EconWPA, revised 24 Mar 2006.
More about this item
KeywordsWeak law of large numbers mixingales nonstationarity;
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