Berry-Esseen Bounds for Statistics of Weakly Dependent Samples
نویسندگان
چکیده
منابع مشابه
Berry-Esseen bounds for econometric time series
We derive uniform and non–uniform error bounds in the normal approximation under a general dependence assumption. Our method is tailor made for dynamic time series models employed in the econometric literature but it is also applicable for many other dependent processes. Neither stationarity nor any smoothness conditions of the underlying distributions are required. If the introduced weak depen...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 1997
ISSN: 1350-7265
DOI: 10.2307/3318596