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math.PR2020
A Berry-Esseen bound with (almost) sharp dependence conditions
Moritz Jirak
Suppose that the (normalised) partial sum of a stationary sequence converges to a standard normal random variable. Given sufficiently moments, when do we have a rate of convergence…
math.PR2020★ 3 cited
Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
Moritz Jirak, Wei Biao Wu, Ou Zhao
Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteris…