Uniform laws of large numbers and stochastic Lipschitz-continuity

DOI10.1016/S0304-4076(97)00116-4zbMath0949.60048OpenAlexW2083912123WikidataQ126643812 ScholiaQ126643812MaRDI QIDQ1305641

Robert M. de Jong

Publication date: 3 December 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00116-4

zbMATH Keywords

weak consistencynonlinear least-squares estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (1)

Splines for Financial Volatility

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A semi-parametric censored regression estimator
• Asymptotic theory of nonlinear least squares estimation
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
• Weighted sums of certain dependent random variables
• Nonlinear Regression with Dependent Observations
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Nonlinear Regression on Cross-Section Data
• Uniform Convergence in Probability and Stochastic Equicontinuity
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
• Asymptotic Properties of Non-Linear Least Squares Estimators
• The Consistency of Nonlinear Regressions
• Convergence of stochastic processes

This page was built for publication: Uniform laws of large numbers and stochastic Lipschitz-continuity