The Discounted Berry-Esséen Analogue for Autoregressive Processes

DOI10.1080/03610926.2011.608477zbMath1277.60050OpenAlexW1982402499MaRDI QIDQ2859308

Tian du, Tianyu Xue, Yu Miao

Publication date: 7 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.608477

zbMATH Keywords

characteristic functiondiscount factorBerry-Esseen theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

Approximations for the distribution of perpetuities with small discount rates ⋮ A quantitative discounted central limit theorem using the Fourier metric ⋮ Asymptotic distribution with random indices for linear processes

Cites Work

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• Moderate deviation principle for autoregressive processes
• Asymptotic normality of autoregressive processes
• Large deviations for stationary Gaussian processes
• A general lemma on probabilities of large deviations
• Large deviations for quadratic functionals of Gaussian processes
• Large and moderate deviations for infinite-dimensional autoregressive processes.
• Some laws of the iterated logarithm in Hilbertian autoregressive models
• The discounted limit theorems
• The Discounted Large Deviation Principle for Autoregressive Processes
• The Discounted Central Limit Theorem and its Berry-Esseen Analogue
• Stochastic Abelian and Tauberian theorems
• A Central Limit Theorem for Present Values of Discounted Cash Flows

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