On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables

Cited In (55)

Central limit theorem for linear spectral statistics of block-Wigner-type matrices
On normal approximation for \(\varphi\)-mixing and \(m\)-dependent random variables
The number of triangles in random intersection graphs
Sparse principal component analysis for high‐dimensional stationary time series
Simulating risk measures via asymptotic expansions for relative errors
Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants
Quantitative recurrence results for random walks
Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
The Berry-Esséen type bound of sample quantiles for strong mixing sequence
Stable limit theorems for empirical processes under conditional neighborhood dependence
On the normal approximation of a binomial random sum
On some approximations for sums of \(m\)-dependent random variables
On the normal approximation under some condition for a differential equation of the characteristic function
A semiparametric latent factor model for large scale temporal data with heteroscedasticity
Asymptotic expansion and estimates of Wiener functionals
Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
On the Stein–Tikhomirov method and its applications in nonclassical limit theorems
Asymptotic expansions for sums of block-variables under weak dependence
On the rate of convergence of \(L_p\) norms in the CLT for Poisson and gamma random variables
On mixing conditions in proving the asymptotical normality for harmonic crystals
Uniform bounds in normal approximation under negatively associated random fields
The Asymptotic Normality of the Global Clustering Coefficient in Sparse Random Intersection Graphs
On a lower bound of \(L_p\) norms in the central limit theorem for \(\varphi\)-mixing random variables
The Berry-Esseen bound for \(\rho\)-mixing random variables and its applications in nonparametric regression model
A lower bound of \(L_p\) norms in the CLT for strongly mixing random variables
Bootstrap in Markov-sequences based on estimates of transition density
Edgeworth expansions for Studentized statistics under weak dependence
Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method
Central limit theory for the number of seeds in a growth model in \(\mathbb{R}^ d\) with inhomogeneous Poisson arrivals
On normal approximation of discounted and strongly mixing random variables
On the discounted global CLT for some weakly dependent random variables
Bridging factor and sparse models
About the Berry-Esseen theorem for weakly dependent sequences
On \(m\)-dependence and Edgeworth expansions
Order of approximation in the central limit theorem for associated random variables and a moderate deviation result
On normal approximation for strongly mixing random variables
On the normal approximation of a negative binomial random sum
Some estimates in the central limit theorem for \(\varphi\)-mixing random variables
Nonparametric inference for thinned point process
On a lower bound of the rate of convergence in the central limit theorem for \(m\)-dependent random variables
On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
Some estimates of the normal approximation for \(\varphi \)-mixing random variables
On the sample variance of linear statistics derived from mixing sequences
Berry-esseen bounds for smooth estimator of a distribution function under association
KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH
On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables
A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales
About the Lindeberg method for strongly mixing sequences
A bound in the stable \((\alpha)\), \(1 < \alpha \leq 2\), limit theorem for associated random variables with infinite variance
High order asymptotic expansion for Wiener functionals
Asymptotic expansions for sums of weakly dependent random vectors
Identical mixing rates
Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory
Resampling estimation when observations are m–dependent
On Berry-Esseen bounds for non-instantaneous filters of linear processes

This page was built for publication: On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3924904)