Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables

Convergence of Probability Measures

1999 • 14,297 citations

Martingale Limit Theory and its Application.

1984 • 2,982 citations

Nonlinear Statistical Models.

1989 • 1,147 citations

Nonlinear Statistical Models

1987 • 776 citations

Convergence of Probability Measures.

1969 • 557 citations

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models.

1988 • 518 citations

A Maximal Inequality and Dependent Strong Laws

1975 • 437 citations

On Strong Mixing Conditions for Stationary Gaussian Processes

1960 • 351 citations

Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes

1988 • 271 citations

Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers

1987 • 249 citations

Invariance principles for dependent variables

1975 • 221 citations

On the Invariance Principle for Nonstationary Mixingales

1977 • 149 citations

Almost certain convergence in double arrays

1985 • 46 citations

Inference in Econometric Models with Structural Change

1987 • 39 citations

On the $L_p$-Convergence for $n^{-1/p} S_n, 0 < p < 2^1$

1971 • 31 citations

A functional central limit theorem for ϱ-mixing sequences

1984 • 16 citations