Rates of convergence in the central limit theorem for linear statistics of martingale differences
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Publication:544503
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
Gaussian distribution; central limit theorem; martingale differences; linear statistics; Zolotarev distance
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
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Cites Work
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