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Comment on a Paper by Singh and Ullah

Published online by Cambridge University Press:  18 October 2010

P. M. Robinson
P. M. Robinson*
Affiliation:
London School of Economics and Political Science
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Abstract

It is shown that the words ‘far weaker’ used four times by Singh and Ullafa [4] in describing their mixing condition in relation to ones of Robinson [1] for establishing the central limit theorem for nonparametric estimators, should in each case be replaced by theword ‘stronger,’ Singh and Ullah's [4] condition being equivalent to complete independence across time.

Type
Brief Report
Information
Econometric Theory , Volume 2 , Issue 1 , April 1986 , pp. 151 - 152
Copyright
Copyright © Cambridge University Press 1986 

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References

1. Robinson, P. M. Nonparametric estimators for time series. Journal of Times Series Analysis 4 (1983): 185–208.Google Scholar
2. Robinson, P. M. Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics 36 (1984): 403–417.10.1007/BF02481979Google Scholar
3.Roussas, G. Nonparametric estimation in Markov processes. Annals of the Institute of Statistical Mathematics 21(1967): 73–87.Google Scholar
4. Singh, R. S. and Ullah, A.. Nonparametric time-series estimation of joint DGP, conditional DGP, and vector autoregression. Econometric Theory 1 (1985):27–52.Google Scholar