Vitesse dans le theoreme limite central pour certains processus stationnaires fortement decorreles
classification
🧮 math.PR
keywords
centralprooftheoremcertainsdansdecorrelationdecorreleselementary
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We prove a central limit theorem with speed $n^{-1/2}$ for stationary processes satisfying a strong decorrelation hypothesis. The proof is a modification of the proof of a theorem of Rio. It is elementary but quite long and technical.
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