On the normal approximation for weakly dependent random variables
In this report, we present the estimates of the difference |Eh(Zn) − Eh(N)|, where Zn is a sum of n centered and normalized random variables which satisfy the strong mixing condition (without assuming a stationarity), and N is a standard normal random variable for the function h: ℝ → ℝ which is fin...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2005-12-01
|
| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/29325 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|