Faculty and Student Publications
Document Type
Article
Publication Date
1-1-2020
Abstract
© 2020 Elsevier Masson SAS. All rights reserved. Renz [13] has established a rate of convergence 1/pn in the central limit theorem for martingales with some restrictive conditions. In the present paper a modification of the methods, developed by Bolthausen [2] and Grama and Haeusler [6], is applied for obtaining the same convergence rate for a class of more general martingales. An application to linear processes is discussed.
Relational Format
journal article
Recommended Citation
Wu, S., Ma, X., Sang, H., & Fan, X. (2020). A Berry–Esseen bound of order $\protect \frac{1}{\protect \sqrt{n}} $ for martingales. Comptes Rendus. Mathématique, 358(6), 701–712. https://doi.org/10.5802/crmath.81
DOI
10.5802/crmath.81
Accessibility Status
Searchable text
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