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August 2008 On mean central limit theorems for stationary sequences
Jérôme Dedecker, Emmanuel Rio
Ann. Inst. H. Poincaré Probab. Statist. 44(4): 693-726 (August 2008). DOI: 10.1214/07-AIHP117

Abstract

In this paper, we give estimates of the minimal ${\mathbb{L}}^{1}$ distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.

Dans cet article, nous donnons des majorations de la distance minimale ${\mathbb{L}}^{1}$ entre la loi de la somme normalisée et sa loi limite gaussienne pour des suites stationnaires satisfaisant des critères projectifs à la Gordin ou des conditions de dépendance faible.

Citation

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Jérôme Dedecker. Emmanuel Rio. "On mean central limit theorems for stationary sequences." Ann. Inst. H. Poincaré Probab. Statist. 44 (4) 693 - 726, August 2008. https://doi.org/10.1214/07-AIHP117

Information

Published: August 2008
First available in Project Euclid: 5 August 2008

zbMATH: 1187.60015
MathSciNet: MR2446294
Digital Object Identifier: 10.1214/07-AIHP117

Subjects:
Primary: 60F05

Rights: Copyright © 2008 Institut Henri Poincaré

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Vol.44 • No. 4 • August 2008
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