CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES

DOI10.1017/S0266466616000323zbMath1441.62765MaRDI QIDQ5357399

Shin Kanaya

Publication date: 15 September 2017

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Strong limit theorems (60F15)

Related Items (1)

Inheritance of strong mixing and weak dependence under renewal sampling

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