Rates of convergence in the central limit theorem for linear statistics of martingale differences

DOI10.1016/j.spa.2011.01.005zbMath1226.60031MaRDI QIDQ544503

Jérôme Dedecker, Florence Merlevède

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.01.005

zbMATH Keywords

Gaussian distribution; central limit theorem; martingale differences; linear statistics; Zolotarev distance

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G10: Stationary stochastic processes

Related Items

Exact rates of convergence in some martingale central limit theorems, Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples, Rates of convergence in the central limit theorem for martingales in the non stationary setting, Deviation inequalities for martingales with applications

Uses Software

• longmemo

Cites Work

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