Nonuniform bounds on the rate of convergence in the central limit theorem for martingales

Konrad Joos

Journal of Multivariate Analysis, 1991, vol. 36, issue 2, 297-313

Abstract: Nonuniform convergence rates in the central limit theorem for martingale difference arrays are derived. The main result is for bounded variables, and a consequence is a sharp estimate with only two moments.

Keywords: Martingale; central; limit; theorem; rate; of; convergence; nonuniform; bounds (search for similar items in EconPapers)
Date: 1991
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