Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

Christian Hipp

Journal of Multivariate Analysis, 1979, vol. 9, issue 4, 560-578

Abstract: Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.

Keywords: Berry-Esseen; bound; uniformly; mixing; and; strongly; mixing; random; vectors; nonuniform; bounds (search for similar items in EconPapers)
Date: 1979
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