On the rate of convergence in the central limit theorem for martingale difference sequences

DOI10.1016/j.anihpb.2004.03.003zbMath1063.60060arXivmath/0403393OpenAlexW3103510609MaRDI QIDQ1766509

Lahcen Ouchti

Publication date: 8 March 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0403393

zbMATH Keywords

Martingale difference sequenceCentral limit theoremRate of convergence

Mathematics Subject Classification ID

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

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Edgeworth expansions for network moments ⋮ Deviation inequalities for martingales with applications ⋮ A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales ⋮ Exact convergence rates in the central limit theorem for a class of martingales ⋮ Exact rates of convergence in some martingale central limit theorems

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