Rates of convergence for minimal distances in the central limit theorem under projective criteria

Details Rates of convergence for minimal distances in the central limit theorem under projective criteria Rates of convergence for minimal distances in the central limit theorem under projective criteria

2007-12-03

arxiv.org/abs/0712.0179v1

Mathematics

Statistics Theory

Scientific paper

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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