Rates ofconvergence for minimal distances in the central limit theorem underprojective criteria
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1. | Title | Title of document | Rates ofconvergence for minimal distances in the central limit theorem underprojective criteria |
2. | Creator | Author's name, affiliation, country | Jérôme Dedecker; Université Paris 6 |
2. | Creator | Author's name, affiliation, country | Florence Merlevède; Université Paris Est |
2. | Creator | Author's name, affiliation, country | Emmanuel Rio; Université de Versailles |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Minimal and ideal distances, rates of convergence,Martingale difference sequences, |
3. | Subject | Subject classification | 60F05 |
4. | Description | 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 differ- ence sequences or stationary sequences satisfying projective criteria. Applications to functions of linear processes and to functions of expanding maps of the interval are given. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2009-05-12 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/648 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v14-648 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 14 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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