Rate of convergence in the invariance principle for random sums

Sreehari, M. ; Prakasa Rao, B. L. S. (1982) Rate of convergence in the invariance principle for random sums Sankhya - Series A, 44 (1). pp. 144-152. ISSN 0581-572X

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Official URL: http://www.jstor.org/pss/25050301

Abstract

A rate ef convergence in the invariance principle for random sums is obtained using the results on the rate of convergence for the invariance principle due to Heyde (1969) and Borovkov (1973).

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