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

Article ID Journal Published Year Pages File Type
9521312 Annales de l'Institut Henri Poincare (B) Probability and Statistics 2005 9 Pages PDF
Abstract
On établit la vitesse de convergence dans le théorème limite central pour les sommes arrêtées issues d'une classe de suites de différences de martingale.
Keywords
60F0560G42Martingale difference sequenceCentral limit theoremRate of convergence
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On the rate of convergence in the central limit theorem for martingale difference sequences
Authors
Lahcen Ouchti,
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Annales de l'Institut Henri Poincare (B) Probability and Statistics
Journal: Annales de l'Institut Henri Poincare (B) Probability and Statistics
Related Categories
60F05
60G42
Martingale difference sequence
Central limit theorem
Rate of convergence
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