Certain non-uniform rates of convergence to normality for a restricted class of martingales

DOI10.1080/17442508608833377zbMath0592.60017OpenAlexW2087820718MaRDI QIDQ3721513

Arup Bose

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833377

zbMATH Keywords

Berry-Esseen theoremmartingale difference arrayprobabilities of moderate deviationsNon-uniform rates of convergence

Mathematics Subject Classification ID

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

Related Items (5)

Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation ⋮ Large deviations for martingales via Cramér's method ⋮ Large deviations for martingales with some applications ⋮ Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications ⋮ An asymptotic expansion for probabilities of moderate deviations for multivariate martingales

Cites Work

• Nonuniform central limit bounds with applications to probabilities of deviations
• Unnamed Item

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