Open Access
October, 1988 On the Convergence Rate in the Central Limit Theorem for Associated Processes
Thomas Birkel
Ann. Probab. 16(4): 1685-1698 (October, 1988). DOI: 10.1214/aop/1176991591

Abstract

We give uniform rates of convergence in the central limit theorem for associated processes with finite third moment. No stationarity is required. Using a coefficient $u(n)$ which describes the covariance structure of the process, we obtain a convergence rate $O(n^{-1/2}\log^2n)$ if $u(n)$ exponentially decreases to 0. An example shows that such a rate can no longer be obtained if $u(n)$ decreases only as a power.

Citation

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Thomas Birkel. "On the Convergence Rate in the Central Limit Theorem for Associated Processes." Ann. Probab. 16 (4) 1685 - 1698, October, 1988. https://doi.org/10.1214/aop/1176991591

Information

Published: October, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0658.60039
MathSciNet: MR958210
Digital Object Identifier: 10.1214/aop/1176991591

Subjects:
Primary: 60F05
Secondary: 62H20

Keywords: associated random variables , central limit theorem , convergence rate

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 4 • October, 1988
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