On the rate of convergence in the central limit theorem for discounted sums of martingle differences
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Publication:4727922
DOI10.1080/02331888708802003zbMath0618.60027OpenAlexW2036223215MaRDI QIDQ4727922
Publication date: 1987
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888708802003
Cites Work
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- A note on the rate of convergence in the martingale central limit theorem
- Exact convergence rates in some martingale central limit theorems
- Explicit bounds for the departure from normality of sums of dependent random variables
- A Robust Version of the Probability Ratio Test
- On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
- Asymptotic Properties of Non-Linear Least Squares Estimators