Stochastic Equicontinuity in Nonlinear Time Series Models
Statistics Theory
2014-02-20 v2 Statistics Theory
Abstract
In this paper I provide simple and easily verifiable conditions under which a strong form of stochastic equicontinuity holds in a wide variety of modern time series models. In contrast to most results currently available in the literature, my methods avoid mixing conditions. I discuss several applications in detail.
Keywords
Cite
@article{arxiv.1206.2385,
title = {Stochastic Equicontinuity in Nonlinear Time Series Models},
author = {Andreas Hagemann},
journal= {arXiv preprint arXiv:1206.2385},
year = {2014}
}
Comments
10 pages