On mean central limit theorems for stationary sequences

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 44, Issue 4, 2008, Pages 693-726

  Dedecker, Jérôme ^a   Rio, Emmanuel ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITÉ DE VERSAILLES SAINT QUENTIN EN YVELINES   (France)

Author keywords

Martingale difference sequences; Mean central limit theorem; Minimal distance; Projective criteria; Rates of convergence; Stationary sequences; Strong mixing; Wasserstein distance; Weak dependence

Indexed keywords

EID: 67649585968     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/07-AIHP117     Document Type: Article

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