On Berry--Esseen bounds for non-instantaneous filters of linear processes

Tsung-Lin Cheng, Hwai-Chung Ho

Let $X_n={\sum }_{i=1}^{\infty }{a}_i{\epsilon }_{n-i}$, where the ${\epsilon }_i$ are i.i.d. with mean 0 and at least finite second moment, and the $a_i$ are assumed to satisfy $|a_i|=O(i^{-\beta })$ with $β>1/…