Rates of convergence for minimal distances in the central limit theorem under projective criteria
Jérôme Dedecker, Université Paris 6
Florence Merlevède, Université Paris Est
Emmanuel Rio, Université de Versailles
Abstract
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 differ-
ence 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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