Non-Uniform Bounds for the Error in the Central Limit Theorem for Random Fields Generated by Functions of Independent Random Variables

DOI10.1002/mana.19901450127zbMath0705.60026OpenAlexW2131898200MaRDI QIDQ3485670

Lothar Heinrich

Publication date: 1990

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19901450127

zbMATH Keywords

asymptotic expansionscentral limit theoremEdgeworth expansionsBerry-Esseen boundsnon-uniform estimatesm- dependence

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Berry-Esseen theorems under weak dependence ⋮ Central limit theorem for mean and variogram estimators in Lévy–based models ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes

Cites Work

• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series

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