Travail de recherche/Working paper
| Résumé : | The paper provides a kind of Klimko-Nelson theoremsalternative in the case of conditional estimators for array timeseries, when the assumptions of almost sure convergence cannot be established.We do not assume stationarity nor even local stationarity.In addition, we provide sufficient conditions for two of the assumptionsand two theorems for the evaluation of the information matrixin array time series. |
