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May, 1984 A Note on the Rate of Convergence in the Martingale Central Limit Theorem
Erich Haeusler
Ann. Probab. 12(2): 635-639 (May, 1984). DOI: 10.1214/aop/1176993311

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.

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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

Published: May, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0539.60023
MathSciNet: MR735859
Digital Object Identifier: 10.1214/aop/1176993311

Subjects:
Primary: 60F05
Secondary: 60G42

Keywords: central limit theorem , Martingales , rates of convergence

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 2 • May, 1984
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