Certain non-uniform rates of convergence to normality for martingale differences

DOI10.1016/0378-3758(86)90153-9zbMATH Open0624.60033OpenAlexW1975463358MaRDI QIDQ5893752FDOQ5893752

Authors Arup Bose 

Publication date 1986

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(86)90153-9

zbMATH Keywords

martingale differencesnon-uniform boundsnormal convergence

Mathematics Subject Classification ID

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

Recommendations

• Certain non-uniform rates of convergence to normality for martingale differences
• Certain non-uniform rates of convergence to normality for a restricted class of martingales
• A nonuniform bound on the rate of convergence in the martingale central limit theorem
• Nonuniform bounds on the rate of convergence in the central limit theorem for martingales
• scientific article; zbMATH DE number 4126400

Cites Work

• scientific article; zbMATH DE number 3649816 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• A Central Limit Theorem for a Class of Dependent Random Variables
• Exact convergence rates in some martingale central limit theorems
• Nonuniform central limit bounds with applications to probabilities of deviations
• Rates of convergence in the martingale central limit theorem
• Some Limit Theorems for Large Deviations
• The convergence of moments in the martingale central limit theorem

Cited In (4)

• Cramér-type moderate deviations under local dependence
• Certain non-uniform rates of convergence to normality for a restricted class of martingales
• Cramér's moderate deviations for martingales with applications
• Certain non-uniform rates of convergence to normality for martingale differences

This page was built for publication: Certain non-uniform rates of convergence to normality for martingale differences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5893752)