On the conditional covariance condition in the martingale CLT

DOI10.1007/BF02337759zbMath0847.60017MaRDI QIDQ1907498

Alfredas Račkauskas

Publication date: 25 February 1996

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

zbMATH Keywords

rates of convergencecentral limit theoremconditional covariance condition

Mathematics Subject Classification ID

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

Related Items (3)

On a multidimensional martingale with given conditional covariance structure ⋮ An asymptotic expansion for probabilities of moderate deviations for multivariate martingales ⋮ Weak convergence in the functional autoregressive model

Cites Work

• Uniform bound in the central limit theorem for Banach space valued dependent random variables
• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• Exact convergence rates in some martingale central limit theorems
• Summation of Laplace series in the class of distributions
• On the rate of convergence in the central limit theorem for d-dimensional semimartingales
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the conditional covariance condition in the martingale CLT