Estimation and inference in adaptive learning models with slowly decreasing gains
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(generalized) Wald-statisticadaptive learningasymptotic collinearityco-integrationdegenerate variancesnon-stationary regressionrational expectationsstrong mixing
Ergodicity, mixing, rates of mixing (37A25) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)
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