Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
- 1 June 1996
- journal article
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 12 (2) , 347-359
- https://doi.org/10.1017/s0266466600006629
Abstract
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.Keywords
All Related Versions
This publication has 13 references indexed in Scilit:
- Optimal Tests when a Nuisance Parameter is Present Only Under the AlternativeEconometrica, 1994
- Central limit theorems for empirical andU-processes of stationary mixing sequencesJournal of Theoretical Probability, 1994
- An introduction to econometric applications of empirical process theory for dependent random variablesEconometric Reviews, 1993
- An empirical process central limit theorem for dependent non-identically distributed random variablesJournal of Multivariate Analysis, 1991
- Strong Laws for Dependent Heterogeneous ProcessesEconometric Theory, 1991
- A uniform CLT for uniformly bounded families of martingale differencesJournal of Theoretical Probability, 1989
- Laws of Large Numbers for Dependent Non-Identically Distributed Random VariablesEconometric Theory, 1988
- Some applications of the metric entropy condition to harmonic analysisPublished by Springer Nature ,1983
- A Maximal Inequality and Dependent Strong LawsThe Annals of Probability, 1975
- Some Limit Theorems for Stationary ProcessesTheory of Probability and Its Applications, 1962