On the speed of convergence of the distribution of random sums of weighted independent variables
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Publication:3359489
DOI10.1080/07474949108836223zbMath0733.60043MaRDI QIDQ3359489
Publication date: 1991
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949108836223
exponential bounds; convergence rate; weighted independent random variables; approximation order in the central limit theorem
60F05: Central limit and other weak theorems
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Asymptotic normality for random sums of linear processes, A random functional central limit theorem for stationary linear processes generated by martingales
Cites Work
- Sharp orders of convergence in the random central limit theorem
- Limiting behavior of weighted sums of independent random variables
- Remark on the rate of convergence in the random central limit theorem for mixing sequences
- The exact approximation order in the central-limit-theorem for random summation
- On the central limit theorem for the sum of a random number of independent random variables
- On the central limit theorem for the sum of a random number of independent random variables