A Berry-Esseen bound of order 1n for martingales
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Cites work
- A note on exact convergence rates in some martingale central limit theorems
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Cramér type moderate deviations for random fields
- Exact convergence rates in some martingale central limit theorems
- Exact convergence rates in the central limit theorem for a class of martingales
- Exact rates of convergence in some martingale central limit theorems
- Fractional differencing
- scientific article; zbMATH DE number 417700 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- Large deviations for martingales via Cramér's method
- On linear processes with dependent innovations
- On the rate of convergence in the central limit theorem for martingale difference sequences
- On the rate of convergence in the martingale central limit theorem
Cited in
(4)- Berry-Esseen bounds for self-normalized martingales
- A Berry-Esseen bound for vector-valued martingales
- Rates of convergence in the central limit theorem for linear statistics of martingale differences
- From law of the iterated logarithm to Zolotarev distance for supercritical branching processes in random environment
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