Abstract
On the basis of the segment of observations X1,…, Xn from a ∅-mixing sequence of random variables, a minimum distance estimate \( {{\hat{P}}_{n}} \) of the probability measure P,governing the process, is constructed. Under suitable regularity conditions, it is shown that \( {{\hat{P}}_{n}} \) is weakly uniformly consistent, within the class P of assumed probability measures, at the same rate as in the independent identically distributed case. Strengthening of the underlying assumptions provides for strong consistency.
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© 1997 Springer Science+Business Media New York
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Roussas, G.G., Yatracos, Y.G. (1997). Minimum Distance Estimates with Rates under ø-mixing. In: Pollard, D., Torgersen, E., Yang, G.L. (eds) Festschrift for Lucien Le Cam. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1880-7_22
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DOI: https://doi.org/10.1007/978-1-4612-1880-7_22
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