An exact rate of convergence in the functional central limit theorem for special martingale difference arrays

From MaRDI portal
Publication:3326519

DOI10.1007/BF00531837zbMath0539.60032MaRDI QIDQ3326519

Erich Haeusler

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)




Related Items

Deviation inequalities for Banach space valued martingales differences sequences and random fieldsRates of convergence in the functional CLT for multidimensional continuous time martingales.On exact rates of convergence in functional limit theorems for \(U\)- statistic type processesOn Bernstein-type inequalities for martingales.Deviation inequalities for martingales with applicationsLimit theorems and inequalities via martingale methodsRate of convergence in the invariance principle for martingale difference arraysNonuniform bounds on the rate of convergence in the central limit theorem for martingalesRate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. IStrong approximation of semimartingales and statistical processesOn bates of convergence in the central limit theorem for parameter estimation in general autoregressive modelOn the asymptotic normality of estimates in the nearly non-stationary AR(1) modelsA large sample property in approximating the superposition of i.i.d. finite point processesConditioned limit theorems for hyperbolic dynamical systemsOn the rate of convergence of loop-erased random walk to \(\mathrm{SLE}_{2}\)Hoeffding's inequality for supermartingalesCovariance matrix estimation for stationary time seriesAnother view on martingale central limit theoremsPrecise asymptotics -- a general approachLarge and moderate deviations for the left random walk on GL d (R)Exponential and polynomial tailbounds for change-point estimatorsUnnamed ItemExact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximationRate of convergence in the weak invariance principle for deterministic systemsOn Simulating Wiener Integrals and Their ExpectationsOn the rate of convergence in the invariance principle for real-valued functions of Doeblin processes



Cites Work