Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays

DOI10.1007/BF00970728zbMath0437.60017OpenAlexW2073898225MaRDI QIDQ1141414

B. L. S. Prakasa Rao

Publication date: 1980

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970728

zbMATH Keywords

invariance principlecentral limit theoremsmartingale arrays

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Dependent central limit theorems and invariance principles
• On the rate of convergence to normality for sums of dependent random variables
• The central limit theorem for backwards martingales
• An invariance principle for reversed martingales
• An Invariance Principle for Reversed Martingales
• Weak Convergence of Stochastic Processes Defined on Semi-Infinite Time Intervals

This page was built for publication: Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays