A nonuniform bound on the rate of convergence in the martingale central limit theorem

DOI10.1214/aop/1176991592zbMath0656.60034OpenAlexW1975517094MaRDI QIDQ1110183

Erich Haeusler, Konrad Joos

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991592

zbMATH Keywords

mixtures of normal distributionsrate of convergence in the central limitrate of convergence of discrete-time martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

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