On mean central limit theorems for stationary sequences
Dedecker, Jérôme ; Rio, Emmanuel
Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008), p. 693-726 / Harvested from Numdam
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Dans cet article, nous donnons des majorations de la distance minimale 𝕃 1 entre la loi de la somme normalisée et sa loi limite gaussienne pour des suites stationnaires satisfaisant des critères projectifs à la Gordin ou des conditions de dépendance faible.

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.

Publié le : 2008-01-01
DOI : https://doi.org/10.1214/07-AIHP117
Classification:  60F05 
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     author = {Dedecker, J\'er\^ome and Rio, Emmanuel},
     title = {On mean central limit theorems for stationary sequences},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {44},
     year = {2008},
     pages = {693-726},
     doi = {10.1214/07-AIHP117},
     mrnumber = {2446294},
     zbl = {1187.60015},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2008__44_4_693_0}
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Dedecker, Jérôme; Rio, Emmanuel. On mean central limit theorems for stationary sequences. Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) pp. 693-726. doi : 10.1214/07-AIHP117. http://gdmltest.u-ga.fr/item/AIHPB_2008__44_4_693_0/

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