We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the rate n−1/2 logn is reached
AbstractLet X̄ denote the mean of a consecutive sequence of length n from an autoregression or movin...
AbstractThis article deals with quantitative results by involving the standard modulus of continuity...
Among the limit theorems of the probability theory, the central limit theorem plays an important rol...
International audienceWe give optimal convergence rates in the central limit theorem for a large cla...
To appear in Annales de l'I.H.P. (2004)We established the rate of convergence in the central limit t...
AbstractNonuniform convergence rates in the central limit theorem for martingale difference arrays a...
AbstractBased on the martingale version of the Skorokhod embedding Heyde and Brown (1970) establishe...
AbstractThis paper is concerned with large-O error estimates concerning convergence in distribution ...
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, bet...
We study Davis-type theorems on the optimal rate of convergence of moderate deviation probabilities....
AbstractWe present a new version of the Central Limit Theorem for multivariate martingales
"A convergence rate in the invariance principle for martingale difference arrays is obtained. The ra...
International audienceIn this paper, we give rates of convergence for minimal distances between line...
We present a new version of the Central Limit Theorem for multivariate martingales
Bounds are found on the accuracy of the Gaussian approximation of discreet time martingales with val...
AbstractLet X̄ denote the mean of a consecutive sequence of length n from an autoregression or movin...
AbstractThis article deals with quantitative results by involving the standard modulus of continuity...
Among the limit theorems of the probability theory, the central limit theorem plays an important rol...
International audienceWe give optimal convergence rates in the central limit theorem for a large cla...
To appear in Annales de l'I.H.P. (2004)We established the rate of convergence in the central limit t...
AbstractNonuniform convergence rates in the central limit theorem for martingale difference arrays a...
AbstractBased on the martingale version of the Skorokhod embedding Heyde and Brown (1970) establishe...
AbstractThis paper is concerned with large-O error estimates concerning convergence in distribution ...
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, bet...
We study Davis-type theorems on the optimal rate of convergence of moderate deviation probabilities....
AbstractWe present a new version of the Central Limit Theorem for multivariate martingales
"A convergence rate in the invariance principle for martingale difference arrays is obtained. The ra...
International audienceIn this paper, we give rates of convergence for minimal distances between line...
We present a new version of the Central Limit Theorem for multivariate martingales
Bounds are found on the accuracy of the Gaussian approximation of discreet time martingales with val...
AbstractLet X̄ denote the mean of a consecutive sequence of length n from an autoregression or movin...
AbstractThis article deals with quantitative results by involving the standard modulus of continuity...
Among the limit theorems of the probability theory, the central limit theorem plays an important rol...
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