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 be a real separable Hilbert space and a sequence of bounded linear operators from to . We consider the linear process defined for any in by where is a sequence of i.i.d. centered -valued random variables. We investigate the rate of convergence in the CLT for and in particular we obtain the usual Berry-Esseen's bound provided that and belongs to .
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}
}