On Berry-Esseen bounds for non-instantaneous filters of linear processes
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Publication:1002555
DOI10.3150/07-BEJ112zbMath1155.62064arXiv0805.1976OpenAlexW3098780485MaRDI QIDQ1002555
Tsung-Lin Cheng, Hwai-Chung Ho
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.1976
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
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