Uniform laws of large numbers and stochastic Lipschitz-continuity
DOI10.1016/S0304-4076(97)00116-4zbMATH Open0949.60048OpenAlexW2083912123WikidataQ126643812 ScholiaQ126643812MaRDI QIDQ1305641FDOQ1305641
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
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Cites Work
- Uniform Convergence in Probability and Stochastic Equicontinuity
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Nonlinear Regression with Dependent Observations
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Nonlinear Regression on Cross-Section Data
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- Asymptotic Properties of Non-Linear Least Squares Estimators
- Convergence of stochastic processes
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Weighted sums of certain dependent random variables
- Asymptotic theory of nonlinear least squares estimation
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
- The Consistency of Nonlinear Regressions
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- A semi-parametric censored regression estimator
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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
- Title not available (Why is that?)
- 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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