On the Last Time and the Number of Times an Estimator is More than $\varepsilon$ From its Target Value
估计量偏离目标值的最后时点与累计次数
Suppose $\hat{\theta}_n$ is a strongly consistent estimator for $\theta_0$ in some i.i.d. situation. Let $N_\varepsilon$ and $Q_\varepsilon$ be, respectively, the last $n$ and the total number of $n$ for which $\hat{\theta}_n$ is at least $\varepsilon$ away from $\theta_0$. The limit distributions for $\varepsilon^2N_\varepsilon$ and $\varepsilon^2Q_\varepsilon$ as $\varepsilon$ goes to zero are obtained under natural and weak conditions. The theory covers both parametric…