On mean central limit theorems for stationary sequences

被引：23

作者：

Dedecker, Jerome ^{[1
]}

Rio, Emmanuel ^{[2
]}

机构：

[1] Univ Paris 06, Lab Stat Theor & Appl, F-75013 Paris, France

[2] CNRS, UMR 8100, Math Lab, F-78035 Versailles, France

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2008年 / 44卷 / 04期

关键词：

mean central limit theorem; wasserstein distance; minimal distance; martingale difference sequences; strong mixing; stationary sequences; weak dependence; rates of convergence; projective criteria;

D O I：

10.1214/07-AIHP117

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we give estimates of the minimal 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.

引用

页码：693 / 726

页数：34

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