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Submitted
Jul 16, 2020
Published
Dec 21, 2019
ON THE RATE OF CONVERGENCE IN SOME MEAN MARTINGALE CENTRAL LIMIT THEOREMS
Corresponding Author(s) : Le Van Dung
lvdung@ued.udn.vn
UED Journal of Social Sciences, Humanities and Education,
Vol. 9 No. 5 (2019): UED JOURNAL OF SOCIAL SCIENCES, HUMANITIES AND EDUCATION
Abstract
Let be a sequence of martingale differences with respect to -fields , where the variance of may be finite or infinite. The aim of this article is to establish the rate of convergence in the mean central limit theorems for the sum by uniting the method of Bolthausen [2], Haeusler [8] and the result of Röllin [10].
Keywords
infinite variance; the central limit theorem; random variables; convergence rate; martingale difference
Le Van Dung, & Ton That Tu. (2019). ON THE RATE OF CONVERGENCE IN SOME MEAN MARTINGALE CENTRAL LIMIT THEOREMS. UED Journal of Social Sciences, Humanities and Education, 9(5), 15-20. Retrieved from https://jshe.vn/index.php/jshe/article/view/95
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References
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