Nonuniform bounds on the rate of convergence in the central limit theorem for martingales

DOI10.1016/0047-259X(91)90063-8zbMath0721.60020MaRDI QIDQ2640986

Konrad Joos

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceexponential ratemartingale difference sequencemartingale central limit theorem

Mathematics Subject Classification ID

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

Related Items (4)

Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation ⋮ A Berry–Esseen theorem for sample quantiles under martingale difference sequences ⋮ Another view on martingale central limit theorems ⋮ Probabilities of large deviations for martingales

Cites Work

• Unnamed Item
• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• A nonuniform bound on the rate of convergence in the martingale central limit theorem
• Exact convergence rates in some martingale central limit theorems
• Nonuniform central limit bounds with applications to probabilities of deviations
• An exact rate of convergence in the functional central limit theorem for special martingale difference arrays
• Martingale Central Limit Theorems

This page was built for publication: Nonuniform bounds on the rate of convergence in the central limit theorem for martingales