Abstract
It is shown that a method recently developed by Bolthausen permits an extension (up to a logarithmic factor) of an estimate of the rate of convergence in the martingale central limit theorem due to Heyde and Brown.
Citation
Erich Haeusler. "A Note on the Rate of Convergence in the Martingale Central Limit Theorem." Ann. Probab. 12 (2) 635 - 639, May, 1984. https://doi.org/10.1214/aop/1176993311
Information
