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Volumn 41, Issue 1, 2005, Pages 35-43

On the rate of convergence in the central limit theorem for martingale difference sequences

Author keywords

Central limit theorem; Martingale difference sequence; Rate of convergence

Indexed keywords


EID: 12344314334     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.03.003     Document Type: Article
Times cited : (10)

References (13)
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    • Berry, A.C.1
  • 3
    • 0000963887 scopus 로고
    • Exact convergence rates in some martingale central limit theorems
    • E. Bolthausen Exact convergence rates in some martingale central limit theorems Ann. Probab. 10 3 1982 672-688
    • (1982) Ann. Probab. , vol.10 , Issue.3 , pp. 672-688
    • Bolthausen, E.1
  • 4
    • 12344275298 scopus 로고    scopus 로고
    • On the central and local limit theorems for martingale difference sequences
    • submitted for publication
    • M. El Machkouri, D. Volný, On the central and local limit theorems for martingale difference sequences, Stochastics and Dynamics, submitted for publication
    • Stochastics and Dynamics
    • Machkouri, M.El.1    Volný, D.2
  • 5
    • 0003039236 scopus 로고
    • On the Liapounoff limit of error in the theory of probability
    • C.G. Esseen On the Liapounoff limit of error in the theory of probability Ark. Math. Astr. och Fysik A 28 1942 1-19
    • (1942) Ark. Math. Astr. Och Fysik A , vol.28 , pp. 1-19
    • Esseen, C.G.1
  • 7
    • 12344306016 scopus 로고
    • Rate of convergence in the central limit theorem for dependent variables
    • Dissertation, Florida State Univ
    • W.F. Grams, Rate of convergence in the central limit theorem for dependent variables, Dissertation, Florida State Univ., 1972
    • (1972)
    • Grams, W.F.1
  • 8
    • 0001131932 scopus 로고
    • On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
    • E. Haeusler On the rate of convergence in the central limit theorem for martingales with discrete and continuous time Ann. Probab. 16 1 1988 275-299
    • (1988) Ann. Probab. , vol.16 , Issue.1 , pp. 275-299
    • Haeusler, E.1
  • 9
    • 12344309923 scopus 로고
    • On the rate of convergence in mean central limit theorem for martingale differences
    • T. Nakata On the rate of convergence in mean central limit theorem for martingale differences Rep. Statist. Appl. Res. Un. Japan. Sci. Engrs. 23 1976 10-15
    • (1976) Rep. Statist. Appl. Res. Un. Japan. Sci. Engrs. , vol.23 , pp. 10-15
    • Nakata, T.1
  • 11
    • 0002237639 scopus 로고
    • A central limit theorem for a class of dependent random variables
    • I.A. Ibragimov A central limit theorem for a class of dependent random variables Theory Probab. Appl. 8 1963 83-89
    • (1963) Theory Probab. Appl. , vol.8 , pp. 83-89
    • Ibragimov, I.A.1
  • 12
    • 0002028184 scopus 로고
    • Rates of convergence in central limit theorem for martingale differences
    • Y. Kato Rates of convergence in central limit theorem for martingale differences Bull. Math. Statist. 18 1979 1-8
    • (1979) Bull. Math. Statist. , vol.18 , pp. 1-8
    • Kato, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.