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 Electronic Journal of Probability > Vol. 14 (2009) > Paper 35 open journal systems 


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.


Full text: PDF

Pages: 978-1011

Published on: May 12, 2009
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Electronic Journal of Probability. ISSN: 1083-6489