Berry-Esseen Bounds for Statistics of Non-Stationary, $\ddot{I}•$-Mixing Random Variables

Brendan Williams, Yeor Hafouta

Using a modification of Stein's method, we generalize the results of Bentkus, G{ö}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of st…