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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 781–794 (Mi tvp2897)  

This article is cited in 17 scientific papers (total in 17 papers)

On the rate of convergence in the central limit theorem for m-dependent random variables

V. V. Šergin

Leningrad
Abstract: An optimal estimate of the remainder in the central limit theorem for m-dependent random variables is obtained.
Received: 25.04.1978
English version:
Theory of Probability and its Applications, 1980, Volume 24, Issue 4, Pages 782–796
DOI: https://doi.org/10.1137/1124090
Bibliographic databases:
Language: Russian
Citation: V. V. Šergin, “On the rate of convergence in the central limit theorem for m-dependent random variables”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 781–794; Theory Probab. Appl., 24:4 (1980), 782–796
Citation in format AMSBIB
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\by V.~V.~{\v S}ergin
\paper On the rate of convergence in the central limit theorem for $m$-dependent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 781--794
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=550533}
\zmath{https://zbmath.org/?q=an:0447.60023|0437.60018}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 782--796
\crossref{https://doi.org/10.1137/1124090}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900008}
Linking options:
  • https://www.mathnet.ru/eng/tvp2897
  • https://www.mathnet.ru/eng/tvp/v24/i4/p781
  • This publication is cited in the following 17 articles:
    1. Jonas Kazys Sunklodas, “On normal approximation for φ-mixing and m-dependent random variables”, Lith Math J, 63:4 (2023), 524  crossref
    2. Jiti Gao, Bin Peng, Yayi Yan, “Higher-Order Expansions and Inference for Panel Data Models”, Journal of the American Statistical Association, 2023, 1  crossref
    3. Jonas Kazys Sunklodas, “On some approximations for sums of m-dependent random variables”, Lith Math J, 63:2 (2023), 203  crossref
    4. Lan Gao, Qi-Man Shao, Jiasheng Shi, “Refined Cramér-type moderate deviation theorems for general self-normalized sums with applications to dependent random variables and winsorized mean”, Ann. Statist., 50:2 (2022)  crossref
    5. Jiti Gao, Bin Peng, Yayi Yan, “A Simple Bootstrap Method for Panel Data Inferences”, SSRN Journal, 2022  crossref
    6. Ana-Maria Dumitru, “Bootstrapping Tests for Jumps with an Application to Test Averaging”, SSRN Journal, 2013  crossref
    7. Sunklodas J.K., “SOME ESTIMATES OF THE NORMAL APPROXIMATION FOR phi-MIXING RANDOM VARIABLES”, Lith Math J, 51:2 (2011), 260–273  crossref  isi
    8. Petrauskiene J., Cekanavicius V., “Compound Poisson Approximations for Sums of 1-Dependent Random Variables.”, Lith Math J, 50:3 (2010), 323–336  crossref  mathscinet  zmath  isi
    9. Noureddine Berrahou, Djamal Louani, “Asymptotic normality of two symmetry test statistics based on the L1-error”, Journal of Statistical Planning and Inference, 140:7 (2010), 1788  crossref
    10. Chen L.H.Y., Shao Q.M., “Normal approximation under local dependence”, Annals of Probability, 32:3A (2004), 1985–2028  crossref  mathscinet  zmath  isi
    11. Paul Doukhan, José R. León, “Asymptotics for theLp-deviation of the variance estimator under diffusion”, ESAIM: PS, 8 (2004), 132  crossref
    12. Evarist Giné, David M. Mason, Andrei Yu. Zaitsev, “The \bmL1-norm density estimator process”, Ann. Probab., 31:2 (2003)  crossref
    13. J. Sunklodas, Limit Theorems of Probability Theory, 2000, 113  crossref
    14. Di Warren, E. Seneta, “Peaks and Eulerian numbers in a random sequence”, Journal of Applied Probability, 33:1 (1996), 101  crossref
    15. S. A. Utev, “The central limit theorem for φ-mixing arrays of random variables”, Theory Probab. Appl., 35:1 (1990), 131–139  mathnet  mathnet  crossref  isi
    16. L. Heinrich, “A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey”, Optimization, 18:5 (1987), 715  crossref
    17. Xavier Guyon, Sylvia Richardson, “Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants”, Z. Wahrscheinlichkeitstheorie verw Gebiete, 66:2 (1984), 297  crossref
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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