| | |
| | |
Stat |
Members: 3667 Articles: 2'599'751 Articles rated: 2609
09 February 2025 |
|
| | | |
|
Article overview
| |
|
Exact Berry-Esseen bounds for martingales | Xiequan Fan
; | Date: |
4 Sep 2016 | Abstract: | Renz (1996), El Machkouri and Ouchti (2007) and Mourrat (2013) have
established the bounds on the rate of convergence in the central limit theorem
for discrete time martingales. In the present paper a modification of the
methods, developed by Bolthausen (1982) and Grama and Haeusler (2000), is
applied for obtaining exact rates of convergence in the central limit theorem
for martingales with differences having conditional moments of order $2+
ho,
ho>0$. Our results significantly improve and generalise the bounds of Renz
(1996), El Machkouri and Ouchti (2007) and Mourrat (2013). | Source: | arXiv, 1608.8887 | Services: | Forum | Review | PDF | Favorites |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
|
| |
|
|
|