Rate of convergence for Hilbert space valued processes

Abstract

Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of non-linear Bernoulli-shift sequences is also considered. If the sequence is $m$-dependent, the optimal rate $(n/m{)}^{1/2}$ is reached. If the sequence is weakly geometrically dependent, the rate $(n/\log n{)}^{1/2}$ is obtained.

References in corpus (1)

• Normal approximation under local dependence