On the formulation of uniform laws of large numbers: a truncation approach

DOI10.1080/02331889408802458zbMATH Open0813.60035OpenAlexW3122316141MaRDI QIDQ4763468FDOQ4763468

Authors: Benedikt M. Pötscher, Ingmar R. Prucha 

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/t0085.pdf

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zbMATH Keywords

uniform law of large numbersdependent processestruncated versions

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• Title not available (Why is that?)
• Misspecified models with dependent observations
• A maximal inequality and dependent strong laws
• Nonlinear Regression with Dependent Observations
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Nonlinear Regression on Cross-Section Data
• A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Note on the Consistency of the Maximum Likelihood Estimate
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
• A remark on serial correlation in maximum likelihood

Cited In (7)

• 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
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
• Title not available (Why is that?)
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions

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