Some Bounds on the Rate of Convergence in the CLT for Martingales. I

DOI10.1137/S0040585X97977148zbMath0963.60017OpenAlexW2036636075MaRDI QIDQ4954389

Yosef Rinott, Vladimir I. Rotar'

Publication date: 6 June 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977148

zbMATH Keywords

rate of convergencemartingalescentral limit theorem

Mathematics Subject Classification ID

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

Related Items (4)

Martingales and descent statistics ⋮ Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours ⋮ Exact convergence rates in the central limit theorem for a class of martingales ⋮ Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding

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