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• W3105774904 abstract "Let ${{X}_{k}}_{kgeqmathbb{Z}}$ be a stationary sequence. Given $pin(2,3]$ moments and a mild weak dependence condition, we show a Berry–Esseen theorem with optimal rate $n^{p/2-1}$. For $pgeq4$, we also show a convergence rate of $n^{1/2}$ in $mathcal{L}^{q}$-norm, where $qgeq1$. Up to $log n$ factors, we also obtain nonuniform rates for any $p>2$. This leads to new optimal results for many linear and nonlinear processes from the time series literature, but also includes examples from dynamical system theory. The proofs are based on a hybrid method of characteristic functions, coupling and conditioning arguments and ideal metrics." @default.
• W3105774904 created "2020-11-23" @default.
• W3105774904 creator A5024305314 @default.
• W3105774904 date "2016-05-01" @default.
• W3105774904 modified "2023-10-14" @default.
• W3105774904 title "Berry–Esseen theorems under weak dependence" @default.
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• W3105774904 doi "https://doi.org/10.1214/15-aop1017" @default.
• W3105774904 hasPublicationYear "2016" @default.
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