Uniform laws of large numbers and stochastic Lipschitz-continuity

DOI10.1016/S0304-4076(97)00116-4MaRDI QIDQ1305641zbMATH OpenOpenAlexWikidataFDO

Authors Robert 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)

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Cites work

• scientific article; zbMATH DE number 88844 (Why is no real title available?)
• scientific article; zbMATH DE number 3434984 (Why is no real title available?)
• scientific article; zbMATH DE number 3797051 (Why is no real title available?)
• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
• A semi-parametric censored regression estimator
• Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Convergence of stochastic processes
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
• Nonlinear Regression on Cross-Section Data
• Nonlinear Regression with Dependent Observations
• The Consistency of Nonlinear Regressions
• Uniform Convergence in Probability and Stochastic Equicontinuity
• Weighted sums of certain dependent random variables

Cited in

(11)

• Uniform law of large numbers and consistency of estimators for Harris diffusions
• A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
• THE SEQUENTIAL UNIFORM LAW OF LARGE NUMBERS
• Stochastic Lipschitz functions
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• scientific article; zbMATH DE number 4082770 (Why is no real title available?)
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
• Splines for financial volatility
• Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions
• On uniform laws of large numbers for ergodic diffusions and consistency of estimators

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