A Note on the Rate of Convergence in the Martingale Central Limit Theorem
Haeusler, Erich
Ann. Probab., Tome 12 (1984) no. 4, p. 635-639 / Harvested from Project Euclid
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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.
Publié le : 1984-05-14
Classification:  Martingales,  central limit theorem,  rates of convergence,  60F05,  60G42 
@article{1176993311,
     author = {Haeusler, Erich},
     title = {A Note on the Rate of Convergence in the Martingale Central Limit Theorem},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 635-639},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993311}
}

Haeusler, Erich. A Note on the Rate of Convergence in the Martingale Central Limit Theorem. Ann. Probab., Tome 12 (1984) no. 4, pp.  635-639. http://gdmltest.u-ga.fr/item/1176993311/