On non-uniform Berry-Esseen bounds for time series

zbMATH Open1328.60067MaRDI QIDQ2945283FDOQ2945283

Authors: Moritz Jirak 

Publication date: 9 September 2015

Full work available at URL: http://www.math.uni.wroc.pl/~pms/files/35.1/Article/35.1.1.pdf

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zbMATH Keywords

time seriesweak dependenceBerry-Esseen bounds

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Cited In (4)

• On Hilbertian stochastic processes: convergence in the central limit theorem
• Optimal rate of convergence for empirical quantiles and distribution functions for time series
• Berry-Esseen bounds for econometric time series
• Asymptotic for LS estimators in the EV regression model for dependent errors

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