Edgeworth expansions for weakly dependent random variables

Abstract

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. We primarily use spectral techniques to obtain the results.

arXiv comment45 pages

References in corpus (1)

• An error term in the Central Limit Theorem for sums of discrete random variables

Cited by in corpus (7)

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