Rates of convergence in the central limit theorem for linear statistics of martingale differences
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Publication:544503
DOI10.1016/j.spa.2011.01.005zbMath1226.60031OpenAlexW2063551917MaRDI QIDQ544503
Jérôme Dedecker, Florence Merlevède
Publication date: 15 June 2011
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2011.01.005
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items (4)
Deviation inequalities for martingales with applications ⋮ Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples ⋮ Exact rates of convergence in some martingale central limit theorems
Uses Software
Cites Work
- Rates of convergence for minimal distances in the central limit theorem under projective criteria
- The central limit theorem for time series regression
- Exact convergence rates in some martingale central limit theorems
- Approximating martingales and the central limit theorem for strictly stationary processes
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- On the central limit theorem and iterated logarithm law for stationary processes
- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
- On Limit Theorems for Quadratic Functions of Discrete Time Series
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