Normal approximation for strong demimartingales

DOI10.1016/J.SPL.2016.10.029zbMATH Open1355.60056OpenAlexW2548297912MaRDI QIDQ504469FDOQ504469

Milto Hadjikyriakou

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://clok.uclan.ac.uk/17763/1/17763%20Normal%20Approximation%20for%20Strong%20Demimartingales.pdf

zbMATH Keywords

central limit theoremconvex orderstrong demimartingalesZolotarev's ideal metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Generalizations of martingales (60G48)

Cites Work

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• Correlation structure in Farlie-Gumbel-Morgenstern distributions
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• Normal fluctuations and the FKG inequalities
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• Probability Metrics
• Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
• Mass transhipment problems and ideal metrics
• The Conditional Convex Order and a Comparison Inequality

Cited In (6)

• New maximal inequalities for reverse demimartingales and reverse demisubmartingales
• Concave Young functions inequalities and an application for strong demimartingales and \(\mathcal{F}\)-strong demimartingales
• Maximal inequalities and the strong law of large numbers for strong demimartingales
• On normal approximation of discounted and strongly mixing random variables
• A normal approximation for semimartingales
• Some results for \(U\)-statistics and strong demimartingales

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