Central limit theorems and uniform laws of large numbers for arrays of random fields

被引：112

作者：

Jenish, Nazgul ^{[2
]}

Prucha, Ingmar R. ^{[1
]}

机构：

[1] Univ Maryland, Dept Econ, College Pk, MD 20742 USA

[2] NYU, Dept Econ, New York, NY 10012 USA

来源：

JOURNAL OF ECONOMETRICS | 2009年 / 150卷 / 01期

关键词：

Random field; Spatial process; Central limit theorem; Uniform law of large numbers; Law of large numbers; CONVERGENCE; INEQUALITIES;

D O I：

10.1016/j.jeconom.2009.02.009

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Over the last decades, spatial-interaction models have been increasingly used in economics. However, the development of a sufficiently general asymptotic theory for nonlinear spatial models has been hampered by a lack of relevant central limit theorems (CLTs), uniform laws of large numbers (ULLNs) and pointwise laws of large numbers (LLNs). These limit theorems form the essential building blocks towards developing the asymptotic theory of M-estimators, including maximum likelihood and generalized method of moments estimators. The paper establishes a CLT, ULLN, and LLN for spatial processes or random fields that should be applicable to a broad range of data processes. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：86 / 98

页数：13

共 46 条

[1] LAWS OF LARGE NUMBERS FOR DEPENDENT NON-IDENTICALLY DISTRIBUTED RANDOM-VARIABLES [J].