Title of article
Berry–Esseen bounds for kernel estimates of stationaryprocesses
Author/Authors
Huang، نويسنده , , Chu and Wang، نويسنده , , Hanchao and Zhang، نويسنده , , Lixin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
7
From page
1290
To page
1296
Abstract
In this paper we obtain nonuniform Berry–Esseen bounds of the kernel estimate of stationary process {Xi} by the method of martingale approximation. In particular, by choice of bandwidth bn, the Berry–Esseen bounds can be n − 2 / 15 . The dependence condition of {Xi} is expressed in terms of physical dependence measures introduced by Wu (2005).
Keywords
Physical dependence measure , Berry–Esseen bound , Stationary process , Kernel estimate
Journal title
Journal of Statistical Planning and Inference
Serial Year
2011
Journal title
Journal of Statistical Planning and Inference
Record number
2221247
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