Some Aspects of Asymptotic Theory with Applications to Time Series Models
渐近理论的若干方面及其在时间序列模型中的应用
The primary purpose of this paper is to review a very few results on some basic elements of large sample theory in a restricted structural framework, as described in detail in the recent book by LeCam and Yang (1990, Asymptotics in Statistics: Some Basic Concepts . New York: Springer), and to illustrate how the asymptotic inference problems associated with a wide variety of time series regression models fit into such a structural framework. The models illustrated include…