An analogue of the Berry-Esseen theorem for functionals of weakly ergodic Markov processes

G. M. Molyboga
Theory of Stochastic Processes
Vol.21 (37), no.1, 2016, pp.53-63
An upper bound is obtained for the rate of convergence in central limit theorem for functionals of weakly ergodic Markov processes that has the rate $O\left(\frac{\ln^{3/2}(n)}{n^{1/4}}\right)$. The approach is based on the one proposed in [1,2].