Rates of convergence in the martingale central limit theorem

DOI10.1214/aop/1176994413zbMath0459.60042OpenAlexW2008044975MaRDI QIDQ1152165

Hall, Peter, Christopher C. Heyde

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994413

zbMATH Keywords

rate of convergenceuniform boundmartingale central limit theoremmixtures of normal distributionsnonuniform bound

Mathematics Subject Classification ID

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

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Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation ⋮ Berry-Esseen type estimates for nonconventional sums ⋮ Stein's method for nonconventional sums ⋮ Nonparametric goodness-of-fit testing for a continuous multivariate parametric model ⋮ Certain non-uniform rates of convergence to normality for martingale differences ⋮ Another view on martingale central limit theorems ⋮ An exact rate of convergence in the functional central limit theorem for special martingale difference arrays ⋮ Interpoint distance based two sample tests in high dimension

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