A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation

H. J. Bierens

Statistica Neerlandica, 1982, vol. 36, issue 2, 81-86

Abstract: Abstract In Bierens (1981) we have derived a uniform weak law of large numbers for stochastically stable processes with respect to a finite‐dependent base. In this paper we show that this uniform weak law carries over to stochastically stable processes with respect to a, more general, φ‐mixing base. This generalization will be used for relaxing the conditions for weak consistency and asymptotic normality of nonlinear least squares estimators.

Date: 1982
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9574.1982.tb00777.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:36:y:1982:i:2:p:81-86

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().