23 citations · 42 across the 10 of their papers we have counts for
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math.PR2019★ 3 cited
Limit Theorems for Data with Network Structure
Guido M. Kuersteiner
This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and uno…
math.PR2019
Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions
Jinyong Hahn, Guido Kuersteiner, Maurizio Mazzocco
In this paper we complement joint time series and cross-section convergence results of Hahn, Kuersteiner and Mazzocco (2016) by allowing for serial correlation in the time series s…