A Berry-Esseen bound with (almost) sharp dependence conditions-Reference-Cited by-同舟云学术

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A Berry-Esseen bound with (almost) sharp dependence conditions

Published:2023-05-01 Issue:2 Volume:29 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Jirak Moritz¹

Affiliation:

1. University of Vienna

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference48 articles.

1. Hervé, L. and Pène, F. (2010). The Nagaev-Guivarc’h method via the Keller-Liverani theorem. Bull. Soc. Math. France 138 415–489. 10.24033/bsmf.2594

2. Billingsley, P. (1999). Convergence of Probability Measures, 2nd ed. Wiley Series in Probability and Statistics: Probability and Statistics. New York: Wiley. 10.1002/9780470316962

3. Hörmann, S. (2009). Berry-Esseen bounds for econometric time series. ALEA Lat. Am. J. Probab. Math. Stat. 6 377–397.

4. Wu, W.B. (2005). Nonlinear system theory: Another look at dependence. Proc. Natl. Acad. Sci. USA 102 14150–14154. 10.1073/pnas.0506715102

5. Gordin, M.I. (1969). The central limit theorem for stationary processes. Dokl. Akad. Nauk SSSR 188 739–741.

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1. Limit theorems for iid products of positive matrices;Latin American Journal of Probability and Mathematical Statistics;2024

2. Edgeworth expansions for volatility models;Electronic Journal of Probability;2023-01-01

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