Wansoo T. Rhee, "On the characteristic function of a sum of -dependent random variables", International Journal of Mathematics and Mathematical Sciences, vol. 9, Article ID 781385, 8 pages, 1986. https://doi.org/10.1155/S0161171286000492
On the characteristic function of a sum of -dependent random variables
Let be a sum of -dependent random variables of zero mean. Let , . There is a universal constant such that for , we haveThis bound is a very useful tool in proving Berry-Esseen theorems.
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