A central limit theorem for some generalized martingale arrays
Author:
Affiliation:
1. Accademia Navale di Livorno, Italy
2. Università di Bologna, Italy
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference14 articles.
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2. Bonis, T.: Stein’s method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem. Probab. Theory Rel. Fields 178, (2020), 827–860.
3. Crimaldi, I., Letta, G. and Pratelli, L.: A strong form of stable convergence. Séminaire de Probabilités XL, (2007), 203–225.
4. Garino, V., Nourdin, I. and Vallois, P.: Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. Elect. J. Probab. 27, (2022), 1–43.
5. Gradinaru, M. and Nourdin, I.: Milstein’s type schemes for fractional SDEs. Ann. I.H.P. 45, (2009), 1058–1098.
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