On mean central limit theorems for stationary sequences
Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 4, p. 693-726
Dans cet article, nous donnons des majorations de la distance minimale 𝕃 1 entre la loi de la somme normalisée et sa loi limite gaussienne pour des suites stationnaires satisfaisant des critères projectifs à la Gordin ou des conditions de dépendance faible.
In this paper, we give estimates of the minimal 𝕃 1 distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.
@article{AIHPB_2008__44_4_693_0,
     author = {Dedecker, J\'er\^ome and Rio, Emmanuel},
     title = {On mean central limit theorems for stationary sequences},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {44},
     number = {4},
     year = {2008},
     pages = {693-726},
     doi = {10.1214/07-AIHP117},
     zbl = {1187.60015},
     mrnumber = {2446294},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_2008__44_4_693_0}
}
Dedecker, Jérôme; Rio, Emmanuel. On mean central limit theorems for stationary sequences. Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 4, pp. 693-726. doi : 10.1214/07-AIHP117. http://www.numdam.org/item/AIHPB_2008__44_4_693_0/

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