On the rate of convergence in the central limit theorem for martingale difference sequences.
Ouchti, Lahcen
HAL, hal-00001350 / Harvested from HAL
We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.
Publié le : 2004-05-16
Classification:  rate of convergence,  martingale difference sequence,  rate of convergence.,  central limit theorem,  AMS Subject Classifications (2000): 60G42, 60F05,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00001350,
     author = {Ouchti, Lahcen},
     title = {On the rate of convergence in the central limit theorem for martingale difference sequences.},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00001350}
}
Ouchti, Lahcen. On the rate of convergence in the central limit theorem for martingale difference sequences.. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00001350/