Stochastic equicontinuity in nonlinear time series models

Andreas Hagemann ()

Econometrics Journal, 2014, vol. 17, issue 1, 188-196

Abstract: In this paper, I provide simple and easily verifiable conditions under which a strong form of stochastic equicontinuity holds in a wide variety of modern time series models. In contrast to most results currently available in the literature, my methods avoid mixing conditions. I discuss several applications in detail.

Date: 2014
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