| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548220 | Statistics & Probability Letters | 2018 | 9 Pages |
Abstract
We provide explicit bounds on the Wasserstein distance between discrete time martingales and the standard normal distribution. The proofs are based on a combination of Lindeberg's and Stein's method.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Adrian Röllin,