We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the CLT for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. As a corollary we obtain refinements of the Local Limit Theorem and moderate deviation results. We primarily use spectral techniques to obtain the results.
Fernando, K., Liverani, C. (2021). Edgeworth expansions for weakly dependent random variables. ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 57(1), 469-505 [10.1214/20-AIHP1085].
Edgeworth expansions for weakly dependent random variables
Liverani, Carlangelo
2021-02-01
Abstract
We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the CLT for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. As a corollary we obtain refinements of the Local Limit Theorem and moderate deviation results. We primarily use spectral techniques to obtain the results.File | Dimensione | Formato | |
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