Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

DOI10.1016/0047-259X(79)90058-7zbMath0431.60021MaRDI QIDQ1138290

Christian Hipp

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Berry-Esseenmixing random vectors

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (4)

The rate of convergence in the central limit theorem for non-stationary dependent random vectors ⋮ Lasso regression in sparse linear model with \(\varphi\)-mixing errors ⋮ Sensitivity of risk measures with respect to the normal approximation of total claim distributions ⋮ On the speed of convergence in the random central limit theorem for ?-mixing processes

Cites Work

• A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM
• Convergence rates of the strong law for stationary mixing sequences
• The Law of the Iterated Logarithm for a Class of Dependent Random Variables
• Some Limit Theorems for Stationary Processes
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