Estimation of the rate of convergence in the central limit theorem for a sequence of series in terms of averaged pseudomoments

DOI10.1090/tpms/1083zbMath1439.60027OpenAlexW3009127058MaRDI QIDQ5218379

Petro Slyusarchuk, M. M. Kapustei

Publication date: 3 March 2020

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1083

zbMATH Keywords

convergencecentral limit theorempseudomomentsnonidentically distributed random variablessequence of series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Cites Work

• The rate of convergence to the normal law in terms of pseudomoments
• Rate of convergence of option prices by using the method of pseudomoments
• On the Closeness of the Distributions of Two Sums of Independent Random Variables
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