Berry-Esseen bounds for econometric time series

zbMATH1276.60024MaRDI 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

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)

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Cited in

(13)

• Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
• Uniform change point tests in high dimension
• On non-uniform Berry-Esseen bounds for time series
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
• A quantitative version of the theorem on Khintchine's constant
• The Berry-Esseen bounds for sample rescaled poly-variograms
• scientific article; zbMATH DE number 777876 (Why is no real title available?)
• Central limit theorems for high dimensional dependent data
• Berry-Esseen theorems under weak dependence
• Forward-selected panel data approach for program evaluation
• Weakly dependent functional data
• A Berry-Esseen bound with (almost) sharp dependence conditions
• Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models

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