On the Convergence Rate in the Central Limit Theorem for Associated Processes
On the Convergence Rate in the Central Limit Theorem for Associated Processes
We give uniform rates of convergence in the central limit theorem for associated processes with finite third moment. No stationarity is required. Using a coefficient $u(n)$ which describes the covariance structure of the process, we obtain a convergence rate $O(n^{-1/2}\log^2n)$ if $u(n)$ exponentially decreases to 0. An example shows that …