Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles
Probability
2007-05-23 v1
Abstract
We prove a central limit theorem with speed for stationary processes satisfying a strong decorrelation hypothesis. The proof is a modification of the proof of a theorem of Rio. It is elementary but quite long and technical.
Cite
@article{arxiv.math/0306083,
title = {Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles},
author = {Stephane Le Borgne and Francoise Pene},
journal= {arXiv preprint arXiv:math/0306083},
year = {2007}
}