Comment on a Paper by Singh and Ullah

P. M. Robinson

Econometric Theory, 1986, vol. 2, issue 1, 151-152

Abstract: It is shown that the words ‘far weaker’ used four times by Singh and Ullafa [4] in describing their mixing condition in relation to ones of Robinson [1] for establishing the central limit theorem for nonparametric estimators, should in each case be replaced by theword ‘stronger,’ Singh and Ullah's [4] condition being equivalent to complete independence across time.

Date: 1986
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