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

DOI10.1111/j.1467-9574.1982.tb00777.xzbMath0504.62081OpenAlexW2069310758MaRDI QIDQ4741612

Herman J. Bierens

Publication date: 1982

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1982.tb00777.x

zbMATH Keywords

stochastic stabilitylagged dependent variablesphi mixingnonlinear least squares estimationuniform weak law of large numbersstochastically stable processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) General nonlinear regression (62J02)

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Cites Work

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• Robust methods and asymptotic theory in nonlinear econometrics

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