2 papers
math.PR2021
Nonuniform Berry-Esseen bound for self-normalized martingales
Songqi Wu, Lingjie Kong
We give a nonuniform Berry-Esseen bound for self-normalized martingales, which bridges the gap between the result of Haeusler (1988) and Fan and Shao (2018). The bound coincides wi…
math.PR2020
A Berry-Esseen bound of order for martingales
Songqi Wu, Xiaohui Ma, Hailin Sang +1
Renz (Ann. Probab. 1996) has established a rate of convergence in the central limit theorem for martingales with some restrictive conditions. In the present paper a mo…