BERRY-ESSEEN TYPE BOUND FOR DENSITY ESTIMATORS OF STATIONARY MARKOV PROCESSES
Б. Л. С. Пракаса Рао · Bulletin of Mathematical Statistics · 1977
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+r) for any r>0 under some conditions. 1.