Exact convergence rates in the central limit theorem for a class of martingales

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We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the rate $n^{-1/2}\log n$ is reached. We give interesting examples of martingales with unbounded increments which belong to the considered class.
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Probability, 60G42, 60F05

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http://salesiana.dossiersoluciones.com/handle/123456789/70556

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0403385
 http://arxiv.org/abs/math/0403385

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arXiv