Certain non-uniform rates of convergence to normality for martingale differences (Q5893752)
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scientific article; zbMATH DE number 4013638
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| English | Certain non-uniform rates of convergence to normality for martingale differences |
scientific article; zbMATH DE number 4013638 |
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Certain non-uniform rates of convergence to normality for martingale differences (English)
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1986
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This paper is concerned with non-uniform bounds on the departure from normality for sums of martingale differences for which the conditional variances are a.s. constant or the conditional m.g.f.'s are uniformly bounded in a neighbourhood of the origin.
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normal convergence
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non-uniform bounds
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martingale differences
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0.9562553763389589
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0.9083103537559508
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0.8674834966659546
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0.8638378381729126
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