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Berry-Esseen theorem for stationary strong mixing sequences

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Publication:1275918
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zbMath0920.60007MaRDI QIDQ1275918

K. Appert

Publication date: 15 September 1999

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)


zbMATH Keywords

central limit theoremmixing


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)


Related Items (1)

A Gaussian approximation scheme for computation of option prices in stochastic volatility models






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