Convergence rates in the central limit theorem for means of autoregressive and moving average sequences

DOI10.1016/0304-4149(92)90079-6zbMath0762.60018MaRDI QIDQ1201762

Hall, Peter

Publication date: 17 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90079-6

zbMATH Keywords

rate of convergence; covariance function; central limit theorem for means of autoregressive and moving average sequences

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Related Items

Non-uniform rates of convergence for double arrays of independent random variables with applications

Cites Work

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