Berry-Esseen bounds for self-normalized martingales

DOI10.1007/s40304-017-0122-9zbMath1391.60089arXiv1712.03667OpenAlexW2963256099MaRDI QIDQ1744193

Xiequan Fan, Qui-Man Shao

Publication date: 16 April 2018

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.03667

zbMATH Keywords

martingalesBerry-Esseen boundsautoregressive processself-normalized processStudent's statistic

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

Related Items

Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process, Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process

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