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Edgeworth expansions for weakly dependent random variables (1803.07667v1)
Published 20 Mar 2018 in math.PR and math.DS
Abstract: We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like piece-wise expanding maps, and strongly ergodic Markov chains. We primarily use spectral techniques to obtain the results.
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