A Berry-Esseen bound with (almost) sharp dependence conditions
From MaRDI portal
Publication:2692529
DOI10.3150/22-BEJ1496MaRDI QIDQ2692529
Publication date: 22 March 2023
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.07332
Markov processes (60Jxx) Stochastic processes (60Gxx) Probability theory on algebraic and topological structures (60Bxx)
Related Items (2)
A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains ⋮ Edgeworth expansions for volatility models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Central limit theorem for linear groups
- Self-normalized Cramér-type moderate deviations under dependence
- Berry-Esseen theorems under weak dependence
- On mean central limit theorems for stationary sequences
- Augmented GARCH sequences: Dependence structure and asymptotics
- Rigorous statistical procedures for data from dynamical systems
- Convergence rates in the central limit theorem for means of autoregressive and moving average sequences
- A maximal inequality and dependent strong laws
- Limit theorems for the left random walk on \(\mathrm{GL}_{d}(\mathbb{R})\)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
- An explicit Berry-Esséen bound for uniformly expanding maps on the interval
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- About the Berry-Esseen theorem for weakly dependent sequences
- Rates in almost sure invariance principle for dynamical systems with some hyperbolicity
- Komlós-Major-Tusnády approximation under dependence
- Strong invariance principles for dependent random variables
- Berry--Esseen theorem and local limit theorem for non uniformly expanding maps
- On the distribution of values of sums of the type \(\sum f(2^kt)\)
- The Nagaev-Guivarc’h method via the Keller-Liverani theorem
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
- [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
- Vitesse de convergence dans le TCL pour des chaı̂nes de Markov et certains processus associés à des systèmes dynamiques
- Rates in almost sure invariance principle for quickly mixing dynamical systems
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- Vitesse dans le théorème limite central pour certains systèmes dynamiques quasi-hyperboliques
- Nonlinear system theory: Another look at dependence
- On the Accuracy of Gaussian Approximation to the Distribution Functions of Sums of Independent Variables
- The Central Limit Theorem for Sums of Functions of Independent Variables and Sums of the Form $\sum {f(2^k t)} $
- Central limit theorems for time series regression
- An Estimate for the Remainder Term in the Central Limit Theorem for Sums of Functions of Independent Variables and Sums of the Form $\sum {f(t2^k )} $
- The central limit theorem for Riesz-Raikov sums
This page was built for publication: A Berry-Esseen bound with (almost) sharp dependence conditions