Exact convergence rates in some martingale central limit theorems
From MaRDI portal
Publication:1169198
DOI10.1214/aop/1176993776zbMath0494.60020OpenAlexW2060938961MaRDI QIDQ1169198
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993776
Related Items
Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation, Large deviations for martingales via Cramér's method, Approximation by distributions of sums of smoothly dependent random variables, Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression, On Wasserstein-1 distance in the central limit theorem for elephant random walk, On quantitative bounds in the mean martingale central limit theorem, Large deviations for martingales with some applications, On Gaussian approximation of Hilbert space valued discrete time martingales, On moderate deviations for martingales, Nonuniform bounds on the rate of convergence in the central limit theorem for martingales, Rates of convergence in the central limit theorem for martingales in the non stationary setting, Martingales and descent statistics, A Short and Elementary Proof of the Central Limit Theorem by Individual Swapping, On the conditional covariance condition in the martingale CLT, About the Berry-Esseen theorem for weakly dependent sequences, Rate of convergence in the martingale central limit theorem in the space C(S), Stein's method for nonconventional sums, On The Speed Of Convergence In The Central Limit Theorem Of Sequential Log-Likelihood Ratio Processes, On bates of convergence in the central limit theorem for parameter estimation in general autoregressive model, On probabilities of large deviations in Banach spaces, Nonparametric regression estimation for random fields in a fixed-design, Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications, A Berry-Esseen bound for vector-valued martingales, Rates of convergence in the central limit theorem for the elephant random walk with random step sizes, Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions, An asymptotic expansion for probabilities of moderate deviations for multivariate martingales, Quantile coupling inequalities and their applications, Stein's method in high dimensions with applications, On the rate of convergence in the martingale central limit theorem, A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales, 90 years of the Lindeberg method, On the Wasserstein distance for a martingale central limit theorem, Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients, Certain non-uniform rates of convergence to normality for martingale differences, On the convergence rate in martingale CLT in Hilbert spaces, Uniform bounds in the central limit theorem for \(C(S)\) valued martingales, Strong approximation of vector-valued stochastic integrals, ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES, Lindeberg's method for moderate deviations and random summation, Another view on martingale central limit theorems, Exact convergence rates in the central limit theorem for a class of martingales, [https://portal.mardi4nfdi.de/wiki/Publication:3313020 Vitesse de convergence du th�or�me de la limite centrale pour des champs faiblement d�pendants], An exact rate of convergence in the functional central limit theorem for special martingale difference arrays, Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding, \(L_1\) bounds for some martingale central limit theorems, Rates of convergence in the central limit theorem for linear statistics of martingale differences, Rate of convergence in the multidimensional central limit theorem for stationary processes. Application to the Knudsen gas and to the Sinai billiard, Generalized gamma approximation with rates for urns, walks and trees, Berry-Esseen theorems under weak dependence, On mean central limit theorems for stationary sequences, On the rate of convergence in the central limit theorem for arrays of random vectors, Exact rates of convergence in some martingale central limit theorems, Martingales and character ratios, Probabilities of large deviations for martingales, On the rate of convergence in the central limit theorem for discounted sums of martingle differences, Self-normalized Cramér type moderate deviations for martingales, Limit theorem for large deviations probabilities of certain forms, Constructive approach to limit theorems for recurrent diffusive random walks on a strip, On the speed of convergence in the central limit theorem of log- likelihood ratio processes, Law of large numbers and central limit theorem for randomly forced PDE's, Nonclassical estimates of precision of normal approximation for martingales
