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

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dc.creatorMachkouri, Mohamed El
dc.creatorOuchti, Lahcen
dc.date2004-03-23
dc.date.accessioned2026-07-07T05:06:39Z
dc.date.available2026-07-07T05:06:39Z
dc.descriptionWe 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.
dc.descriptionSoumis pour publication
dc.identifierhttps://arxiv.org/abs/math/0403385
dc.identifierhttp://arxiv.org/abs/math/0403385
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70556
dc.subjectProbability
dc.subject60G42, 60F05
dc.titleExact convergence rates in the central limit theorem for a class of martingales
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