Bose, Arup (1986) Certain non-uniform rates of convergence to normality for martingale differences Journal of Statistical Planning and Inference, 14 (2-3). pp. 155-167. ISSN 0378-3758
Full text not available from this repository.
Official URL: http://linkinghub.elsevier.com/retrieve/pii/037837...
Related URL: http://dx.doi.org/10.1016/0378-3758(86)90153-9
Abstract
Some non-uniform rates of convergence to normality are derived for standardised sums of martingale differences and certain 'naturally'stopped martingales, under the main assumption of uniform boundedness of the conditional m.g.f. around a neighbourhood of the origin. Non-uniform Lp-versions of the Berry-Esseen theorem, convergence of absolute moments and probabilities of moderate deviation (in some restricted cases) follow as consequences.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Berry-esseen Theorem; Maximal Inequality; Non-uniform Bounds |
| ID Code: | 5465 |
| Deposited On: | 18 Oct 2010 10:15 |
| Last Modified: | 18 Oct 2010 10:15 |
Repository Staff Only: item control page
