Improvement of the rate of convergence in the multidimensional central limit theorem for m-dependent random vectors
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Publication:1112433
DOI10.1007/BF00966186zbMath0659.60041MaRDI QIDQ1112433
Publication date: 1985
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00966186
covariance matrix; convergence rate; multidimensional central limit theorem; m-dependent random vectors
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
Cites Work
- Rate of convergence in the central limit theorem for random variables with strong mixing
- A method for the derivation of limit theorems for sums of m-dependent random variables
- On the Multidimensional Central Limit Theorem
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