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A uniform weak law of large numbers under π-mixing with application to nonlinear least squares estimation
Authors:H. J. Bierens
Affiliation:*Foundation for Economic Research of the University of Amsterdam.
Abstract:
Abstract  In B ierens (1981) we have derived a uniform weak law of large numbers for stochastically stable processes with respect to a finite-dependent base. In this paper we show that this uniform weak law carries over to stochastically stable processes with respect to a, more general, φ-mixing base. This generalization will be used for relaxing the conditions for weak consistency and asymptotic normality of nonlinear least squares estimators.
Keywords:Nonlinear regression      lagged dependent variables      stochastic stability      mixing conditions
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