Rates of convergence for minimal distances in the central limit theorem under projective criteria
classification
🧮 math.ST
math.PRstat.TH
keywords
criteriadistancesdistributionfunctionsminimalprojectivesequencesstationary
read the original abstract
In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martingale difference sequences or stationary sequences satisfying projective criteria. Applications to functions of linear processes and to functions of expanding maps of the interval are given.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.