English

Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space

Probability 2010-07-07 v1 Statistics Theory Statistics Theory

Abstract

Let HH be a real separable Hilbert space and (ak)kZ(a_k)_{k\in\mathbb{Z}} a sequence of bounded linear operators from HH to HH. We consider the linear process XX defined for any kk in Z\mathbb{Z} by Xk=jZaj(εkj)X_k=\sum_{j\in\mathbb{Z}}a_j(\varepsilon_{k-j}) where (εk)kZ(\varepsilon_k)_{k\in\mathbb{Z}} is a sequence of i.i.d. centered HH-valued random variables. We investigate the rate of convergence in the CLT for XX and in particular we obtain the usual Berry-Esseen's bound provided that jZjajL(H)<+\sum_{j\in\mathbb{Z}}\vert j\vert\|a_j\|_{\mathcal{L}(H)}<+\infty and ε0\varepsilon_0 belongs to LHL_H^{\infty}.

Keywords

Cite

@article{arxiv.1007.0921,
  title  = {Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space},
  author = {Mohamed EL Machkouri},
  journal= {arXiv preprint arXiv:1007.0921},
  year   = {2010}
}
R2 v1 2026-06-21T15:45:01.224Z