$L_1$ Bounds for Asymptotic Normality of $m$-Dependent Sums Using Stein's Technique
Erickson, R. V.
Ann. Probab., Tome 2 (1974) no. 6, p. 522-529 / Harvested from Project Euclid
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In a recent paper, C. Stein has given a new, direct technique for bounding the error of the normal approximation to the distribution of a sum of dependent random variables, assuming the variables form a stationary sequence with eighth moments. In the present paper we give two $L_1$ bounds on this error for an arbitrary $m$-dependent sequence with second moments.
Publié le : 1974-06-14
Classification:  $L_1$ Berry-Esseen,  $m$-dependent,  asymptotic normality and error bounds,  60F05,  60F99 
@article{1176996670,
     author = {Erickson, R. V.},
     title = {$L\_1$ Bounds for Asymptotic Normality of $m$-Dependent Sums Using Stein's Technique},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 522-529},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996670}
}

Erickson, R. V. $L_1$ Bounds for Asymptotic Normality of $m$-Dependent Sums Using Stein's Technique. Ann. Probab., Tome 2 (1974) no. 6, pp.  522-529. http://gdmltest.u-ga.fr/item/1176996670/