THE EFFECTS OF CORRELATION AMONG OBSERVATIONS ON THE ACCURACY OF APPROXIMATING THE DISTRIBUTION OF SAMPLE MEAN BY ITS ASYMPTOTIC DISTRIBUTION1

DOI10.1111/J.1467-842X.1985.TB00556.XzbMath0568.62020OpenAlexW2155840161MaRDI QIDQ3684988

Subhash C. Sharma

Publication date: 1985

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1985.tb00556.x

zbMATH Keywords

normal distributionlarge samplesBerry-Esseen bounderror of approximationAR(1) processeffects of correlationARMA (1,1) processMA(1) processnon-normal observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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