On the rate of convergence in the martingale central limit theorem

Jean-Christophe Mourrat

doi:10.3150/12-bej417

On the rate of convergence in the martingale central limit theorem

Bernoulli ◽

10.3150/12-bej417 ◽

2013 ◽

Vol 19 (2) ◽

pp. 633-645 ◽

Cited By ~ 8

Author(s):

Jean-Christophe Mourrat

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Martingale Central Limit Theorem

Download Full-text

A Nonuniform Bound on the Rate of Convergence in the Martingale Central Limit Theorem

The Annals of Probability ◽

10.1214/aop/1176991592 ◽

1988 ◽

Vol 16 (4) ◽

pp. 1699-1720 ◽

Cited By ~ 17

Author(s):

Erich Haeusler ◽

Konrad Joos

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Martingale Central Limit Theorem

Download Full-text

Rate of convergence in the martingale central limit theorem in the space C(S)

Lithuanian Mathematical Journal ◽

10.1007/bf00966605 ◽

1988 ◽

Vol 27 (3) ◽

pp. 254-263 ◽

Cited By ~ 1

Author(s):

A. Rackauskas

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Martingale Central Limit Theorem

Download Full-text

A Note on the Rate of Convergence in the Martingale Central Limit Theorem

The Annals of Probability ◽

10.1214/aop/1176993311 ◽

1984 ◽

Vol 12 (2) ◽

pp. 635-639 ◽

Cited By ~ 8

Author(s):

Erich Haeusler

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Martingale Central Limit Theorem

Download Full-text

Remark on the rate of convergence in the random central limit theorem for mixing sequences

Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete ◽

10.1007/bf00539440 ◽

1975 ◽

Vol 31 (2) ◽

pp. 157-160 ◽

Cited By ~ 9

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

Mixing Sequences

Download Full-text

Non-Classical Estimates of the Rate of Convergence in the Multi-Dimensional Central Limit Theorem. II

Theory of Probability and Its Applications ◽

10.1137/1123004 ◽

1978 ◽

Vol 23 (1) ◽

pp. 50-62 ◽

Cited By ~ 3

Author(s):

V. I. Rotar’

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit

Download Full-text

Rate of convergence in the central limit theorem in the space D[0, 1]

Lithuanian Mathematical Journal ◽

10.1007/bf00972120 ◽

1989 ◽

Vol 28 (3) ◽

pp. 229-238 ◽

Cited By ~ 2

Author(s):

V. Paulauskas ◽

D. Jukneviciene

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text

On the estimate of the rate of convergence in the central limit theorem in Hilbert space

Stability Problems for Stochastic Models - Lecture Notes in Mathematics ◽

10.1007/bfb0084183 ◽

1989 ◽

pp. 309-327 ◽

Cited By ~ 1

Author(s):

V. V. Senatov

Keyword(s):

Hilbert Space ◽

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem

Download Full-text

An application of a martingale central limit theorem to the standard epidemic model

Stochastic Processes and their Applications ◽

10.1016/0304-4149(81)90023-5 ◽

1981 ◽

Vol 11 (1) ◽

pp. 79-89 ◽

Cited By ~ 14

Author(s):

Ray Watson

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Epidemic Model ◽

Martingale Central Limit Theorem

Download Full-text

On the rate of convergence of moments in the central limit theorem in Hilbert space

Lecture Notes in Mathematics - Probability Theory and Mathematical Statistics ◽

10.1007/bfb0072951 ◽

1983 ◽

pp. 561-575 ◽

Cited By ~ 1

Author(s):

V. V. Sazonov ◽

B. A. Zalesskii

Keyword(s):

Hilbert Space ◽

Central Limit Theorem ◽

Limit Theorem ◽

Rate Of Convergence ◽

Central Limit ◽

The Central Limit Theorem ◽

Convergence Of Moments

Download Full-text

Martingale Central Limit Theorem

International Encyclopedia of Statistical Science ◽

10.1007/978-3-642-04898-2_351 ◽

2011 ◽

pp. 777-779

Author(s):

Petra Posedel

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Martingale Central Limit Theorem

Download Full-text