Certain non-uniform rates of convergence to normality for a restricted class of martingales

Bose, Arup (1986) Certain non-uniform rates of convergence to normality for a restricted class of martingales Stochastics, 16 (3-4). pp. 279-294. ISSN 1744-2508

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Related URL: http://dx.doi.org/10.1080/17442508608833377

Abstract

Non-uniform rates of convergence to normality are derived for standardized sums of random variables which form a martingale difference array, with the sum of conditional variances being a constant in each row. As a consequence, we obtain probabilities of moderate deviations, convergence of absolute moments and (nonuniform) Lp versions of the Berry-Esseen theorem.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Ltd.
Keywords:Martingale; Berry-esseen Theorem; Non-uniform Bounds; Moderate
ID Code:5594
Deposited On:19 Oct 2010 11:48
Last Modified:19 Oct 2010 11:48

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