Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays

Bruce E. Hansen ()

Econometric Theory, 1996, vol. 12, issue 02, pages 347-359

Abstract: This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near-epoch dependent arrays.

Date: 1996
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Working Paper: Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays (1994)
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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:12:y:1996:i:02:p:347-359_00

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