Berry-Esseen Bounds for Statistics of Non-Stationary, $\phi$-Mixing Random Variables
Probability
2026-04-07 v1 Statistics Theory
Statistics Theory
Abstract
Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of -mixing, non-stationary random variables with polynomial mixing rates. %and linear variance. We then consider applications of this theorem to ensure Berry-Esseen rates for various classes of non-stationary -mixing random variables, including rates for a general class of processes of -mixing random variables satisfying an aggregate third moment bound.
Cite
@article{arxiv.2604.03712,
title = {Berry-Esseen Bounds for Statistics of Non-Stationary, $\phi$-Mixing Random Variables},
author = {Brendan Williams and Yeor Hafouta},
journal= {arXiv preprint arXiv:2604.03712},
year = {2026}
}