Stochastic equicontinuity in nonlinear time series models

DOI10.1111/ECTJ.12013OpenAlexW2167241015MaRDI QIDQ5093227

Andreas Hagemann

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2385

zbMATH Keywords

empirical processdependencestochastic equicontinuity

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A weak convergence result for sequential empirical processes under weak dependence

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