Abstract
Let $\{X_n\}$ be a strictly stationary process satisfying some mixing conditions, including $\phi$-mixing condition. It is the aim of the present paper to give, using a slight modification of Stein's result, a rate $O(n^{-1/2} \log n)$ of the normal approximation for a sum $S_n = X_1 + \cdots + X_n$.
Citation
Hiroshi Takahata. "$\mathrm{L}_\infty$-Bound for Asymptotic Normality of Weakly Dependent Summands Using Stein's Result." Ann. Probab. 9 (4) 676 - 683, August, 1981. https://doi.org/10.1214/aop/1176994375
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