CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES

Publisher: Cambridge University Press

E-ISSN: 1469-4360|33|5|1121-1153

ISSN: 0266-4666

Source: Econometric Theory, Vol.33, Iss.5, 2016-10, pp. : 1121-1153

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Abstract