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Rates of convergence in the CLT for linear random fields.
- Source :
-
Lithuanian Mathematical Journal . Apr2011, Vol. 51 Issue 2, p233-250. 18p. - Publication Year :
- 2011
-
Abstract
- In this paper, we study sums of linear random fields defined on the lattice Z with values in a Hilbert space. The rate of convergence of distributions of such sums to the Gaussian law is discussed, and mild sufficient conditions to obtain an approximation of order n are presented. This can be considered as a complement of a recent result of [A.N. Nazarova, Logarithmic velocity of convergence in CLT for stochastic linear processes and fields in a Hilbert space, Fundam. Prikl. Mat., 8:1091-1098, (in Russian)], where the logarithmic rate of convergence was stated, and as a generalization of the result of [D. Bosq, Erratum and complements to Berry-Esseen inequality for linear processes in Hilbert spaces, Stat. Probab. Lett., 70:171-174, ] for linear processes. [ABSTRACT FROM AUTHOR]
- Subjects :
- *RANDOM fields
*HILBERT space
*APPROXIMATION theory
*GAUSSIAN processes
*LOGARITHMS
Subjects
Details
- Language :
- English
- ISSN :
- 03631672
- Volume :
- 51
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Lithuanian Mathematical Journal
- Publication Type :
- Academic Journal
- Accession number :
- 60973247
- Full Text :
- https://doi.org/10.1007/s10986-011-9122-8