A note on the rate of convergence in the martingale central limit theorem

DOI10.1214/aop/1176993311zbMath0539.60023OpenAlexW2045478662MaRDI QIDQ794054

Erich Haeusler

Publication date: 1984

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993311

zbMATH Keywords

rate of convergencecentral limit theorem for martingale differences

Mathematics Subject Classification ID

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

Related Items (8)

Rate of convergence in the martingale central limit theorem in the space C(S) ⋮ On probabilities of large deviations in Banach spaces ⋮ Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients ⋮ On the convergence rate in martingale CLT in Hilbert spaces ⋮ On the rate of convergence in the multidimensional CLT for martingales ⋮ Exact convergence rates in the central limit theorem for a class of martingales ⋮ On the rate of convergence in the central limit theorem for arrays of random vectors ⋮ On the rate of convergence in the central limit theorem for discounted sums of martingle differences

This page was built for publication: A note on the rate of convergence in the martingale central limit theorem