Comment on a paper by Singh and Ullah

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

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LSE Research Online

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Last time updated on 10/02/2012

This paper was published in LSE Research Online.

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