| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1149475 | Journal of Statistical Planning and Inference | 2011 | 7 Pages |
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−2/15n−2/15. The dependence condition of {Xi} is expressed in terms of physical dependence measures introduced by Wu (2005).
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Chu Huang, Hanchao Wang, Lixin Zhang,