About the Berry-Esseen theorem for weakly dependent sequences

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作者
Rio, E
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O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We extend the method of Bergstrom for the rates of convergence in the central limit theorem to weakly dependent sequences. In particular, we prove that, for stationary and uniformly mixing sequences of real-valued and bounded random variables, the rate of convergence in the central limit theorem is of the order of n(-1/2) as soon as the sequence (theta(p))(p>0) of uniform mixing coefficients satisfies Sigma(p>0)p theta(p) < infinity.
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页码:255 / 282
页数:28
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