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

DOI10.1016/0378-3758(86)90153-9MaRDI QIDQ5893752zbMATH OpenOpenAlexFDO

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)

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Cites work

• A Central Limit Theorem for a Class of Dependent Random Variables
• Exact convergence rates in some martingale central limit theorems
• scientific article; zbMATH DE number 3649816 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• 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

(5)

• Certain non-uniform rates of convergence to normality for a restricted class of martingales
• scientific article; zbMATH DE number 1055649 (Why is no real title available?)
• Certain non-uniform rates of convergence to normality for martingale differences
• Cramér-type moderate deviations under local dependence
• Cramér's moderate deviations for martingales with applications

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