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Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space

Chen, Xiaohong; White, Halbert - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 1, pp. 1000-1000

Let H be an infinite-dimensional real separable Hilbert space. Given an unknown mapping M:H (r)H that can only be observed with noise, we consider two modified Robbins-Monro procedures to estimate the zero point ?o ( H of M. These procedures work in appropriate finite dimensional sub-spaces of...

Persistent link: https://www.econbiz.de/10005751415

CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS

Chen, Xiaohong; White, Halbert - In: Econometric Theory 14 (1998) 02, pp. 260-284

Persistent link: https://www.econbiz.de/10005610302

Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space

Chen, Xiaohong; White, Halbert - In: Studies in Nonlinear Dynamics & Econometrics 6 (2007) 1, pp. 1000-1000

Let H be an infinite-dimensional real separable Hilbert space. Given an unknown mapping M:H (r)H that can only be observed with noise, we consider two modified Robbins-Monro procedures to estimate the zero point ?o ( H of M. These procedures work in appropriate finite dimensional sub-spaces of...

Persistent link: https://www.econbiz.de/10004966197

Recent advances and future directions in causality, prediction, and specification analysis : essays in Honor of Halbert L. White Jr

Chen, Xiaohong (contributor) - 2013

Persistent link: https://www.econbiz.de/10009617735

Estimation, inference and specification analysis

White, Halbert - 1994 - 1. publ.

Persistent link: https://www.econbiz.de/10000339922

Asymptotic theory for econometricians

White, Halbert - 1984

Persistent link: https://www.econbiz.de/10000091243

Approximate nonlinear forecasting methods

White, Halbert - 2006

Persistent link: https://www.econbiz.de/10003338436

Time-series estimation of the effects of natural experiments

White, Halbert - In: Journal of econometrics 135 (2006) 1/2, pp. 527-566

Persistent link: https://www.econbiz.de/10003376113

A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity

White, Halbert - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 4, pp. 817-838

Persistent link: https://www.econbiz.de/10003000556

Instrumental variables regression with independent observations

White, Halbert - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 2, pp. 483-499

Persistent link: https://www.econbiz.de/10003000561

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