Rates of convergence in the central limit theorem for martingales in the non stationary setting

DOI10.1214/21-AIHP1182zbMath1492.60054arXiv2101.06956WikidataQ113751995 ScholiaQ113751995MaRDI QIDQ2155521

Emmanuel Rio, Florence Merlevède, Jérôme Dedecker

Publication date: 15 July 2022

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/2101.06956

zbMATH Keywords

martingalesGaussian approximationsequential dynamical systemsminimal distances\( \rho \)-mixing sequencesBerry-Esseen type inequalitiesideal distances

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48)

Related Items (3)

Rates of convergence in the central limit theorem for the elephant random walk with random step sizes ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays

Cites Work

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