Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155909 | Stochastic Processes and their Applications | 2011 | 31 Pages |
Abstract
In this paper, we give rates of convergence for minimal distances between linear statistics of martingale differences and the limiting Gaussian distribution. In particular the results apply to the partial sums of (possibly long range dependent) linear processes, and to the least squares estimator in some parametric regression models.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jérôme Dedecker, Florence Merlevède,