Back to Search
Start Over
Rates of convergence for minimal distances in the central limit theorem under projective criteria
- Publication Year :
- 2007
-
Abstract
- In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martingale difference sequences or stationary sequences satisfying projective criteria. Applications to functions of linear processes and to functions of expanding maps of the interval are given.
- Subjects :
- Mathematics - Statistics Theory
Mathematics - Probability
60 F 05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.0712.0179
- Document Type :
- Working Paper