The Annals of Probability

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

Erich Haeusler

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Abstract

It is shown that a method recently developed by Bolthausen permits an extension (up to a logarithmic factor) of an estimate of the rate of convergence in the martingale central limit theorem due to Heyde and Brown.

Article information

Source
Ann. Probab., Volume 12, Number 2 (1984), 635-639.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993311

Digital Object Identifier
doi:10.1214/aop/1176993311

Mathematical Reviews number (MathSciNet)
MR735859

Zentralblatt MATH identifier
0539.60023

JSTOR
links.jstor.org

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 60G42: Martingales with discrete parameter

Keywords
Martingales central limit theorem rates of convergence

Citation

Haeusler, Erich. A Note on the Rate of Convergence in the Martingale Central Limit Theorem. Ann. Probab. 12 (1984), no. 2, 635--639. doi:10.1214/aop/1176993311. https://projecteuclid.org/euclid.aop/1176993311


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