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Comment on a paper by Singh and Ullah

By Peter Robinson

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

Topics: HB Economic Theory
Publisher: Cambridge University Press
Year: 1986
DOI identifier: 10.1017/S0266466600011415
OAI identifier: oai:eprints.lse.ac.uk:1348
Provided by: LSE Research Online
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