Asymptotic expansions for sums of weakly dependent random vectors

DOI10.1007/BF01844607zbMath0497.60022OpenAlexW1987112953MaRDI QIDQ3962237

Friedrich Götze, Christian Hipp

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01844607

zbMATH Keywords

Edgeworth expansionsfinite Fourier transformGaussian dependenceMarkov-dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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