Berry-Esseen bounds for econometric time series

zbMATH Open1276.60024MaRDI QIDQ2865792FDOQ2865792

Authors: Siegfried Hörmann 

Publication date: 3 December 2013

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: http://alea.impa.br/articles/v6/06-17.pdf

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zbMATH Keywords

Berry-Esseen\(m\)-dependencedynamic nonlinear processesweak-dependence

Mathematics Subject Classification ID

Economic time series analysis (91B84) Central limit and other weak theorems (60F05)

Cited In (11)

• Title not available (Why is that?)
• Forward-selected panel data approach for program evaluation
• Berry-Esseen theorems under weak dependence
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
• Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
• Central limit theorems for high dimensional dependent data
• A Berry-Esseen bound with (almost) sharp dependence conditions
• Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
• Uniform change point tests in high dimension
• Weakly dependent functional data
• A quantitative version of the theorem on Khintchine's constant

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