Edgeworth expansions for weakly dependent random variables
Probability
2021-04-06 v1 Dynamical Systems
Abstract
We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. We primarily use spectral techniques to obtain the results.
Cite
@article{arxiv.1803.07667,
title = {Edgeworth expansions for weakly dependent random variables},
author = {Kasun Fernando and Carlangelo Liverani},
journal= {arXiv preprint arXiv:1803.07667},
year = {2021}
}
Comments
45 pages