Abstract)Let be a double array of consteds and be a sequence of independent random variables. DenoteIt is well known thatunder some conditions, where is the standard normal distributionfunction.This paper studies the rate of convergence of Fn(x) toΦ(x) depending on n and x wherex is in a neighborhood of the origin under minimal conditions. Explicitly, we establish thefollowing theorems.Theorem 1. Suppose thatReceived January 20, 1994. Revised February 22, 1995.where 0 1. Then, there exist n) b 0 (not depending on n) such that for all n alld allx E R with lxl 5 "L.'/',Theorem 2. Suppose that (4) holds, 0 L. - 0 and t.n E N is a sequence ofconstants with t.  ̄ co such that t.  ̄ o(L.'/'). ThenRemark 1. Noting that L. S sup la.kl/A.  ̄ L;, therefore, Theorems 1 and 2 alsokhold if L. whenever it appears, is replaced by L;.For the particular caseSa reduces to the partial sum Z:=, uk, which has been studied extensively in the literature(see [1,2]). In this cajse, A: = n, L. = .--i. It is well known that Theorem 2 can't beremoved under (4).In time series analysis, an important class of covariance stationary models is defined bywhere {Ek, --co k co) is a sequence of independent random variables and Cd areconstants. The sequence {Z j, j 2 1} is called lillear process generated by {Ek, --co k co}. Since Z:=, Zj = ZZ=--co ankEk where ark = Z:=, Cj--k, making use of Theorems 1and 2 we obtain.Theorem 3. Let (4) hold, Cd be constants such thatThen, there exist n, b 0 such that for all n all x E R with lxl 5 un'/6,Theorem 4. Assume that the conditions of Theorem 3 hold and t. is a sequence ofconstants with t.  ̄ co such that t.  ̄ o(n'/'). ThenRemark 2. for the following Ck,where the function l(x) 2 0 is slowly varying at infinity, a 2 1 and in or = t, ZC=, k--'l(k) co, Halll61 obtained the rate of convergence of F.(x) to .(x). Applying the same methodas that of dealing with aam  ̄ Z:=, sj--k in [6], we can obtain some results similar to (10),(11) for Cd satisfying (12).TO conclude this paper, we give some classical examples (the so-called summabilitymethods) including the most importallt ones from the paint of view of probability (see [3--5]for details. In [51, the authors have dealt with the rate of convergence for SummabilityMethods "lider an assumption of finite third moments).1. Cesaro Sum:2. Abel Sum:3. Borel Sum:4. Euler Sum: (0 p 1)5. Delayed Sum (or RI Sum): (e 0)6. Valiron Sum:7. Taylor Sum: (0 or 1)8. Meyer-K5nig Sum: (0 a 1)
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