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A Note on the Mixingale Limit Theorem by McLeish (1977)
https://doi.org/10.24545/00001122
https://doi.org/10.24545/0000112215186ec4-fde2-4545-9630-9201baab8aad
名前 / ファイル | ライセンス | アクション |
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DP13-11.pdf (374.8 kB)
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Item type | ディスカッションペーパー / Discussion Paper(1) | |||||||
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公開日 | 2013-07-01 | |||||||
タイトル | ||||||||
言語 | en | |||||||
タイトル | A Note on the Mixingale Limit Theorem by McLeish (1977) | |||||||
言語 | ||||||||
言語 | eng | |||||||
キーワード | ||||||||
主題Scheme | Other | |||||||
主題 | Mixingale | |||||||
キーワード | ||||||||
主題Scheme | Other | |||||||
主題 | Heteroskedasticity | |||||||
キーワード | ||||||||
主題Scheme | Other | |||||||
主題 | Mixing and Stable Convergence in Law | |||||||
資源タイプ | ||||||||
資源タイプ | technical report | |||||||
ID登録 | ||||||||
ID登録 (DOI) | 10.24545/00001122 | |||||||
ID登録タイプ | JaLC | |||||||
著者 |
IKEDA, Shin S.
× IKEDA, Shin S.
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著者別名 | ||||||||
姓名 | 池田, 真介 | |||||||
言語 | ja | |||||||
著者所属 | ||||||||
政策研究大学院大学 / National Graduate Institute for Policy Studies | ||||||||
分野 | ||||||||
内容記述タイプ | Other | |||||||
内容記述 | 経済学 / Economics | |||||||
抄録 | ||||||||
内容記述タイプ | Abstract | |||||||
内容記述 | The logical gap in the proof of non-stationary mixingale invariance principle by McLeish (1977) is identified and fixed by a skipped sub-sampling of a partial sum process in the continuous time. The corrected proof also delivers some extensions of the previous invariance principle and several stronger versions of convergence in law. | |||||||
発行年 | ||||||||
2013-07 | ||||||||
書誌情報 |
en : GRIPS Discussion Papers Report No. DP13-11, 発行日 2013-07-01 |
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出版者 | ||||||||
言語 | en | |||||||
出版者 | GRIPS Policy Research Center | |||||||
関連サイト | ||||||||
関連タイプ | isIdenticalTo | |||||||
識別子タイプ | URI | |||||||
関連識別子 | https://ideas.repec.org/p/ngi/dpaper/13-11.html | |||||||
著者情報 | ||||||||
内容記述タイプ | Other | |||||||
内容記述 | https://www.grips.ac.jp/list/jp/facultyinfo/ikeda_shinsuke/ | |||||||
著者版フラグ | ||||||||
出版タイプ | AM | |||||||
出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa |