Hostname: page-component-7479d7b7d-767nl Total loading time: 0 Render date: 2024-07-10T23:29:22.733Z Has data issue: false hasContentIssue false
  • English
  • Français

Comment on a Paper by Singh and Ullah

Published online by Cambridge University Press:  18 October 2010

P. M. Robinson
P. M. Robinson*
Affiliation:
London School of Economics and Political Science
Get access Rights & Permissions [Opens in a new window]

Abstract

It is shown that the words ‘far weaker’ used four times by Singh and Ullafa [4] in describing their mixing condition in relation to ones of Robinson [1] for establishing the central limit theorem for nonparametric estimators, should in each case be replaced by theword ‘stronger,’ Singh and Ullah's [4] condition being equivalent to complete independence across time.

Type
Brief Report
Information
Econometric Theory , Volume 2 , Issue 1 , April 1986 , pp. 151 - 152
Copyright
Copyright © Cambridge University Press 1986 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1. Robinson, P. M. Nonparametric estimators for time series. Journal of Times Series Analysis 4 (1983): 185–208.Google Scholar
2. Robinson, P. M. Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics 36 (1984): 403–417.10.1007/BF02481979Google Scholar
3.Roussas, G. Nonparametric estimation in Markov processes. Annals of the Institute of Statistical Mathematics 21(1967): 73–87.Google Scholar
4. Singh, R. S. and Ullah, A.. Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression. Econometric Theory 1 (1985):27–52.Google Scholar