On quantitative bounds in the mean martingale central limit theorem

DOI10.1016/j.spl.2018.03.004zbMath1391.60092arXiv1710.09115OpenAlexW2765654662WikidataQ130086202 ScholiaQ130086202MaRDI QIDQ1642271

Adrian Roellin

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.09115

zbMATH Keywords

Wasserstein metricStein methodLindeberg methodmartingale CLT

Mathematics Subject Classification ID

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

Related Items

Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Stein's method for conditional central limit theorem ⋮ On the Wasserstein distance for a martingale central limit theorem ⋮ On the rate of convergence in the central limit theorem for arrays of random vectors ⋮ Limit theorems with rate of convergence under sublinear expectations

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• The Lindeberg-Levy Theorem for Martingales
• On the Departure from Normality of a Certain Class of Martingales
• A Central Limit Theorem for a Class of Dependent Random Variables

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