On the Wasserstein distance for a martingale central limit theorem
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference11 articles.
1. Exact convergence rates in some martingale central limit theorems;Bolthausen;Ann. Probab.,1982
2. Exact convergence rates in the central limit theorem for a class of martingales;El Machkouri;Bernoulli,2007
3. Exact rates of convergence in some martingale central limit theorems;Fan;J. Math. Anal. Appl.,2019
4. Self-normalized Cramr type moderate deviations for martingales;Fan;Bernoulli,2019
5. Large deviations for martingales via Cramér’s method;Grama;Stochastic Process. Appl.,2000
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