A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales

DOI10.5802/crmath.81zbMath1471.60060OpenAlexW3090819463MaRDI QIDQ2209002

Hailin Sang, Songqi Wu, Xiequan Fan, Xiaohui Ma

Publication date: 28 October 2020

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5802/crmath.81

zbMATH Keywords

martingalescentral limit theoremBerry-Esseen bound

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

Related Items (1)

A Berry-Esseen bound for vector-valued martingales

Cites Work

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• Cramér type moderate deviations for random fields

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