Laws of large numbers for Hilbert space-valued mixingales with applications

Econometric Theory

Volumn 12, Issue 2, 1996, Pages 284-304

  Chen, Xiaohong ^a   White, Halbert ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030544315     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006599     Document Type: Article

References (8)

1. Andrews, D.W.K. (1988) Laws of large numbers for dependent non-identically distributed random variables. Econometric Theory 4, 458-467.
2. Azuma, K. (1967) Weighted sums of certain dependent random variables. Tohoku Mathematical Journal 19, 357-367.
3. Burkholder, D.L. (1991) Explorations in martingale theory and its applications. In A. Dold, B. Eckmann, & F. Takens (eds.), Lecture Notes in Mathematics, pp. 2-66. New York: Springer-Verlag.
4. Chen, X. & H. White (1992a) Weak and Strong Laws of Large Numbers for Hubert Space-Valued Mixingales. Discussion paper 92-15, UCSD Department of Economics.
5. Chen, X. & H. White (1992b) Central Limit and Functional Central Limit Theorems for Hubert Space-Valued Dependent Processes. Discussion paper 92-35, UCSD Department of Economics.
6. Hansen, B.E. (1992) Erratum: Strong laws for dependent heterogeneous processes. Econometric Theory 8, 421-422.
7. Hansen, L.P. (1982) Large sample properties of generalized method of moments estimators. Econometrica 50, 1029-1054.
8. Kallenberg, O. & R. Sztencel (1991) Some dimension-free features of vector-valued martingales. Probability Theory and Related Fields 88, 215-247.