Stochastic Equicontinuity in Nonlinear Time Series Models

Abstract

In this paper I provide simple and easily verifiable conditions under which a strong form of stochastic equicontinuity holds in a wide variety of modern time series models. In contrast to most results currently available in the literature, my methods avoid mixing conditions. I discuss several applications in detail.

10 pages

References in corpus (3)

• Asymptotic spectral theory for nonlinear time series
• Robust Spectral Analysis
• Testing for white noise under unknown dependence and its applications to goodness-of-fit for time series models