Rates of convergence in the functional CLT for martingales-Reference-Cited by-同舟云学术

Rates of convergence in the functional CLT for martingales

Published:1999-03 Issue:6 Volume:328 Page:509-513
ISSN:0764-4442
Container-title:Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
language:en
Short-container-title:Comptes Rendus de l'Académie des Sciences - Series I - Mathematics

Author:

Courbot Bernard

Publisher

Elsevier BV

Subject

Pharmacology (medical)

Reference11 articles.

1. Rate of convergence in the functional central limit theorem for likelihood ratio processes;Coquet;Math. Meth. Statis,1994

2. Majoration de la distance de Lévy-Prokhorov entre une martingale et le mouvement brownien, distance entre les processus associés;Coquet,1993

3. Vitesses de convergence pour les martingales dans le théorème central limite fonctionnel: comparaison de méthodes, cadres uni et multidimensionnel;Courbot,1998

4. Probability inequalities for sums of independent random variables;Fuk;Th. Probab. Appl.,1971

5. An Exact Rate of Convergence in the Functional Central Limit Theorem for Special Martingale Difference Arrays;Haeusler;Z. Wahrsch. verw. Gebiete,1984

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