The rate of convergence in the central limit theorem for non-stationary dependent random vectors

Richard Glendinning

Journal of Multivariate Analysis, 1988, vol. 26, issue 1, 89-103

Abstract: Let (Xj, j >= 1) be a strictly stationary sequence of uniformly mixing random variables with zero mean, unit variance and finite fourth moment. Form the vector Sn = [Sigma]j = 1n[alpha]njXj where [alpha]nj = ([alpha]nj1, [alpha]nj2)t, [alpha]nj1, [alpha]nj2 [set membership, variant] R1 and [short parallel][alpha]nj1[short parallel] = 1) is immediate.

Keywords: Rate; of; convergence; non-stationary; random; vectors; uniformly; mixing; sequences (search for similar items in EconPapers)
Date: 1988
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