The rate of convergence in the central limit theorem for non-stationary dependent random vectors

DOI10.1016/0047-259X(88)90074-7zbMath0646.60023MaRDI QIDQ1103945

Richard Glendinning

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

rate of convergencestrictly stationary sequenceuniformly mixing sequences

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

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• Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces
• Uniform bound in the central limit theorem for Banach space valued dependent random variables
• Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
• On the rate of approximation in the central limit theorem for dependent random variables and random vectors
• On the rate of convergence in the central limit theorem in two dimensions and its application
• Moment inequalities for mixing sequences
• On Berry-Esseen type bounds for m-dependent random variables valued in certain banach spaces
• Limit theorems for sums of weakly dependent Banach space valued random variables
• The Remainder in the Central Limit Theorem for Mixing Stochastic Processes
• The Accuracy of the Two-Dimensional Central Limit Theorem When Degenerate Distributions may be Present
• Some Limit Theorems for Stationary Processes

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