On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
From MaRDI portal
Publication:3924904
DOI10.1137/1125092zbMath0471.60030OpenAlexW2077554328WikidataQ61387140 ScholiaQ61387140MaRDI QIDQ3924904
Publication date: 1981
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1125092
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (55)
Asymptotic expansions for sums of weakly dependent random vectors ⋮ The Asymptotic Normality of the Global Clustering Coefficient in Sparse Random Intersection Graphs ⋮ On the normal approximation under some condition for a differential equation of the characteristic function ⋮ On \(m\)-dependence and Edgeworth expansions ⋮ KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH ⋮ On normal approximation of discounted and strongly mixing random variables ⋮ Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process ⋮ Edgeworth expansions for Studentized statistics under weak dependence ⋮ Asymptotic expansions for sums of block-variables under weak dependence ⋮ About the Berry-Esseen theorem for weakly dependent sequences ⋮ Some estimates in the central limit theorem for \(\varphi\)-mixing random variables ⋮ Resampling estimation when observations are m–dependent ⋮ Convergence of sums of dependent Bernoulli random variables: an application from portfolio theory ⋮ Central limit theory for the number of seeds in a growth model in \(\mathbb{R}^ d\) with inhomogeneous Poisson arrivals ⋮ 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 ⋮ High order asymptotic expansion for Wiener functionals ⋮ Simulating risk measures via asymptotic expansions for relative errors ⋮ On mixing conditions in proving the asymptotical normality for harmonic crystals ⋮ On the normal approximation of a binomial random sum ⋮ The number of triangles in random intersection graphs ⋮ Kolmogorov bounds for decomposable random variables and subgraph counting by the Stein-Tikhomirov method ⋮ On some approximations for sums of \(m\)-dependent random variables ⋮ Sparse principal component analysis for high‐dimensional stationary time series ⋮ Asymptotic expansion and estimates of Wiener functionals ⋮ Central limit theorem for linear spectral statistics of block-Wigner-type matrices ⋮ Bridging factor and sparse models ⋮ On normal approximation for \(\varphi\)-mixing and \(m\)-dependent random variables ⋮ On a lower bound of \(L_p\) norms in the central limit theorem for \(\varphi\)-mixing random variables ⋮ Some estimates of the normal approximation for \(\varphi \)-mixing random variables ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ The Berry-Esséen type bound of sample quantiles for strong mixing sequence ⋮ On \(L_{1}\) bounds for asymptotic normality of some weakly dependent random variables ⋮ Stable limit theorems for empirical processes under conditional neighborhood dependence ⋮ A semiparametric latent factor model for large scale temporal data with heteroscedasticity ⋮ A bound in the stable ($\alpha $), $1 < \alpha \le 2$, limit theorem for associated random variables with infinite variance ⋮ Quantitative recurrence results for random walks ⋮ A lower bound of \(L_p\) norms in the CLT for strongly mixing random variables ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3313020 Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants] ⋮ A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales ⋮ On the discounted global CLT for some weakly dependent random variables ⋮ Berry-esseen bounds for smooth estimator of a distribution function under association ⋮ On the sample variance of linear statistics derived from mixing sequences ⋮ On the Stein–Tikhomirov method and its applications in nonclassical limit theorems ⋮ On normal approximation for strongly mixing random variables ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ On Berry-Esseen bounds for non-instantaneous filters of linear processes ⋮ Uniform bounds in normal approximation under negatively associated random fields ⋮ Bootstrap in Markov-sequences based on estimates of transition density ⋮ Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes ⋮ Order of approximation in the central limit theorem for associated random variables and a moderate deviation result ⋮ On the rate of convergence of \(L_p\) norms in the CLT for Poisson and gamma random variables ⋮ About the Lindeberg method for strongly mixing sequences ⋮ On the normal approximation of a negative binomial random sum ⋮ Identical mixing rates
This page was built for publication: On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables