On mean central limit theorems for stationary sequences
Probability
2008-08-25 v1
Abstract
In this paper, we give estimates of the minimal distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.
Cite
@article{arxiv.0808.3048,
title = {On mean central limit theorems for stationary sequences},
author = {Jérôme Dedecker and Emmanuel Rio},
journal= {arXiv preprint arXiv:0808.3048},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AIHP117 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)