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The Remainder in the Central Limit Theorem for Mixing Stochastic Processes

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Publication:5569961
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DOI10.1214/aoms/1177697728zbMath0179.23503OpenAlexW2076095393MaRDI QIDQ5569961

Walter Philipp

Publication date: 1969

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697728


zbMATH Keywords

probability theory



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The central limit problem for mixing sequences of random variables ⋮ The rate of convergence in the central limit theorem for non-stationary dependent random vectors ⋮ Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes ⋮ Speed of convergence in the central limit theorem for m-dependent random fields ⋮ Exponential bounds in stochastic approximation procedures ⋮ Exact convergence rates in the central limit theorem for a class of martingales ⋮ Some limit theorems for random fields ⋮ Estimate of the convergence rate in the central limit theorem for weakly dependent random variables ⋮ Rate of convergence in the central limit theorem for random variables with strong mixing ⋮ Equivalent mixing conditions for Markov chains



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