Rate of convergence for Hilbert space valued processes
Probability
2017-08-01 v1
Abstract
Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of non-linear Bernoulli-shift sequences is also considered. If the sequence is -dependent, the optimal rate is reached. If the sequence is weakly geometrically dependent, the rate is obtained.
Cite
@article{arxiv.1707.09637,
title = {Rate of convergence for Hilbert space valued processes},
author = {Moritz Jirak},
journal= {arXiv preprint arXiv:1707.09637},
year = {2017}
}