Certain non-uniform rates of convergence to normality for martingale differences

DOI10.1016/0378-3758(86)90153-9zbMath0619.60028OpenAlexW1975463358MaRDI QIDQ5903389

Arup Bose

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90153-9

zbMATH Keywords

maximal inequalityBerry-Esseen theoremprobabilities of moderate deviationsconvergence of absolute momentssums of martingale differences

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

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