On the Wasserstein distance for a martingale central limit theorem

DOI10.1016/j.spl.2020.108892zbMath1460.60029arXiv2005.00814OpenAlexW3047744209MaRDI QIDQ2216963

Xiaohui Ma, Xiequan Fan

Publication date: 18 December 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.00814

zbMATH Keywords

Wasserstein metricmartingalescentral limit theorem

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) (L^p)-limit theorems (60F25)

Cites Work

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• 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
• Large deviations for martingales via Cramér's method
• On quantitative bounds in the mean martingale central limit theorem
• Exact rates of convergence in some martingale central limit theorems
• On the rate of convergence in the martingale central limit theorem
• \(L_1\) bounds for some martingale central limit theorems
• Self-normalized Cramér type moderate deviations for martingales
• Exact convergence rates in the central limit theorem for a class of martingales
• On the Departure from Normality of a Certain Class of Martingales

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