Another view on martingale central limit theorems

DOI10.1016/0304-4149(92)90011-EzbMath0747.60023MaRDI QIDQ1190165

Konrad Joos, Peter Gaenssler

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Skorokhod embeddingrandom normingoptional stoppingrate of convergence in the central limit theoremweak sufficient conditions for the asymptotic normality

Mathematics Subject Classification ID

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

Cites Work

• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• Rates of convergence in the martingale central limit theorem
• Exact convergence rates in some martingale central limit theorems
• Dependent central limit theorems and invariance principles
• Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
• Explicit bounds for the departure from normality of sums of dependent random variables
• Martingale Central Limit Theorems
• On the Departure from Normality of a Certain Class of Martingales
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