Rate of convergence in the invariance principle for martingale difference arrays

DOI10.1007/BF02336885zbMath0868.60031MaRDI QIDQ1901218

Kęstutis Kubilius

Publication date: 7 November 1995

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Skorokhod embedding theoremLévy-Prokhorov distancemartingale-difference array

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

On the asymptotic normality of estimates in the nearly non-stationary AR(1) models ⋮ Rate of convergence in the weak invariance principle for deterministic systems

Cites Work

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• Rate of convergence in the functional central limit theorem for semimartingales
• Rate of convergence in the functional limit theorem for likelihood ratio processes
• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
• On the Rate of Convergence for the Invariance Principle
• Speeds of metric probability convergence
• Rates of Convergence for Some Functionals in Probability

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