Abstract

Given a sequence X1,X2,,Xn of m-dependent random variables with moments of order 3+α (0<α1), we give an Edgeworth expansion of the distribution of Sσ1(S=X1+X2++Xn, σ2=ES2) under the assumption that E[exp(it Sσ1)] is small away from the origin. The result is of the best possible order.