Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
建立了混合序列类的随机等度连续性，不要求有界函数、平稳过程或严格相依条件，适用于鞅差数组、强混合数组和近邻相依数组。
This paper establishes stochastic equicontinuity for classes of mixingales. Attention is restricted to Lipschitz-continuous parametric functions. Unlike some other empirical process theory for dependent data, our results do not require bounded functions, stationary processes, or restrictive dependence conditions. Applications are given to martingale difference arrays, strong mixing arrays, and near-epoch dependent arrays.