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Convergence rates in the central limit theorem for stationary mixing sequences of random vectors |
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| Authors: | Christian Hipp |
| Affiliation: | University of Cologne, Cologne, Germany |
| Abstract: | Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure. |
| Keywords: | Berry-Esseen bound uniformly mixing and strongly mixing random vectors nonuniform bounds |
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