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August, 1982 Exact Convergence Rates in Some Martingale Central Limit Theorems
E. Bolthausen
Ann. Probab. 10(3): 672-688 (August, 1982). DOI: 10.1214/aop/1176993776

Abstract

Convergence rates are derived in central limit theorems for martingale difference arrays. The rates depend heavily on the behavior of the conditional variances and on moment conditions. It is also shown that the rates which are obtained are the exact ones under the stated conditions.

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E. Bolthausen. "Exact Convergence Rates in Some Martingale Central Limit Theorems." Ann. Probab. 10 (3) 672 - 688, August, 1982. https://doi.org/10.1214/aop/1176993776

Information

Published: August, 1982
First available in Project Euclid: 19 April 2007

zbMATH: 0494.60020
MathSciNet: MR659537
Digital Object Identifier: 10.1214/aop/1176993776

Subjects:
Primary: 60F05
Secondary: 60G42

Keywords: central limit theorem , Martingales , rates of convergence

Rights: Copyright © 1982 Institute of Mathematical Statistics

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Vol.10 • No. 3 • August, 1982
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