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

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.

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Year of publication:	1979
Authors:	Hipp, Christian
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 4, p. 560-578
Publisher:	Elsevier
Keywords:	Berry-Esseen bound uniformly mixing and strongly mixing random vectors nonuniform bounds

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221406