Improvement of the rate of convergence in the multidimensional central limit theorem for m-dependent random vectors

DOI10.1007/BF00966186zbMath0659.60041OpenAlexW1968600999MaRDI QIDQ1112433

Jonas Kazys Sunklodas

Publication date: 1985

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00966186

zbMATH Keywords

covariance matrixconvergence ratemultidimensional central limit theoremm-dependent random vectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Rate of convergence in the central limit theorem for random variables with strong mixing
• A method for the derivation of limit theorems for sums of m-dependent random variables
• On the Multidimensional Central Limit Theorem

This page was built for publication: Improvement of the rate of convergence in the multidimensional central limit theorem for m-dependent random vectors