On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
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Publication:1099875
DOI10.1214/aop/1176991901zbMath0639.60030OpenAlexW1965242235MaRDI QIDQ1099875
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991901
martingale difference sequencelocally square integrable martingalesrate of convergence in the central limit theorem
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)
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