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Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays

Published online by Cambridge University Press:  11 February 2009

Bruce E. Hansen
Bruce E. Hansen
Affiliation:
Boston College and University of Rochester
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Abstract

This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near-epoch dependent arrays.

Type
Research Article
Information
Econometric Theory , Volume 12 , Issue 2 , June 1996 , pp. 347 - 359
Copyright
Copyright © Cambridge University Press 1996

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