A note on exact convergence rates in some martingale central limit theorems

DOI10.1214/aop/1065725195zbMath0868.60015OpenAlexW1539688035MaRDI QIDQ2565370

J. Renz

Publication date: 7 July 1997

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

Full work available at URL: https://doi.org/10.1214/aop/1065725195

zbMATH Keywords

rates of convergencerate of convergence in the central limit theoremarray of martingale difference sequences

Mathematics Subject Classification ID

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

Related Items (5)

Non-uniform Berry–Esseen bounds for martingales with applications to statistical estimation ⋮ Martingales and descent statistics ⋮ A Berry-Esseen bound for vector-valued martingales ⋮ A Berry-Esseen bound of order \(\frac{1}{\sqrt{n}}\) for martingales ⋮ Exact rates of convergence in some martingale central limit theorems

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