On the rate of convergence in the martingale central limit theorem
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Publication:1952437
DOI10.3150/12-BEJ417zbMath1277.60051arXiv1103.5050MaRDI QIDQ1952437
Publication date: 30 May 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.5050
Related Items (13)
Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation ⋮ Distribution of tree parameters by martingale approach ⋮ Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Deviation probabilities for arithmetic progressions and irregular discrete structures ⋮ A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales ⋮ On the Wasserstein distance for a martingale central limit theorem ⋮ Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients ⋮ \(L_1\) bounds for some martingale central limit theorems ⋮ Berry-Esseen theorem and quantitative homogenization for the random conductance model with degenerate conductances ⋮ On the rate of convergence in the central limit theorem for arrays of random vectors ⋮ Exact rates of convergence in some martingale central limit theorems ⋮ The limit theorems for a previous \(k\)-sum dependent model ⋮ Quantitative homogenization in a balanced random environment
Cites Work
- A quantitative central limit theorem for the random walk among random conductances
- 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
- On the Departure from Normality of a Certain Class of Martingales
- Probability
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