Some bounds on the rate of convergence in the CLT for martingales. I

Theory of Probability and its Applications

Volumn 43, Issue 4, 1998, Pages 604-619

  Rinott, Y ^a   Rotar, V ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

Author keywords

Central limit theorem; Martingales; Rate of convergence

Indexed keywords

EID: 0032223447     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977148     Document Type: Article

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