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

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zbMATH Keywords

martingale differencesnon-uniform boundsnormal convergence

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Some Limit Theorems for Large Deviations
• Rates of convergence in the martingale central limit theorem
• Exact convergence rates in some martingale central limit theorems
• A Central Limit Theorem for a Class of Dependent Random Variables
• Nonuniform central limit bounds with applications to probabilities of deviations
• Title not available (Why is that?)
• 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

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