On the rate of convergence in the central limit theorem for d-dimensional semimartingales

DOI10.1080/17442509308833846zbMath0805.60043OpenAlexW1976507296MaRDI QIDQ4286670

I. G. Grama

Publication date: 2 February 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833846

zbMATH Keywords

rate of convergencenormal approximationsemimartingale

Mathematics Subject Classification ID

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

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