Berry-Esseen type bound for density estimators of stationary Markov processes

Prakasa Rao, B. L. S. (1977) Berry-Esseen type bound for density estimators of stationary Markov processes Bulletin of Mathematical Statistics, 17 (3-4). pp. 15-21. ISSN 0007-4993

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Abstract

Berry-Esseen type bound for the distribution function of a density estimator of kernel type is obtained when the observations are from a stationary Markov process. It is shown that the bound is of the order 0(n-1/3+τ) for any τ>0 under some conditions.

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