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2009 Rates of convergence for minimal distances in the central limit theorem under projective criteria
Jérôme Dedecker, Florence Merlevède, Emmanuel Rio
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Electron. J. Probab. 14: 978-1011 (2009). DOI: 10.1214/EJP.v14-648

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.

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Jérôme Dedecker. Florence Merlevède. Emmanuel Rio. "Rates of convergence for minimal distances in the central limit theorem under projective criteria." Electron. J. Probab. 14 978 - 1011, 2009. https://doi.org/10.1214/EJP.v14-648

Information

Accepted: 12 May 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1191.60025
MathSciNet: MR2506123
Digital Object Identifier: 10.1214/EJP.v14-648

Subjects:
Primary: 60F05

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