Normal approximations for sequences with the property of strong N-demimartingale differences

Xiaomei Zhang and Jingjun Guo

Statistics & Probability Letters, 2025, vol. 226, issue C

Abstract: We consider a class of dependent random variable sequences with the property of strong N-demimartingale differences and provide examples to illustrate certain characteristics of these sequences. An upper bound is established for Zolotarev ideal metric between this class of sequences and a normal random variable, thereby leading to the derivation of a central limit theorem for such dependent structure. Additionally, we present numerical analyses to support our findings.

Keywords: Normal approximation; Dependent random variables; Zolotarev ideal metric (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110498

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