×
Liptser, R. Sh.; Shiryaev, A. N.

On the rate of convergence in the central limit theorem for semimartingales. (English) Zbl 0499.60040

Theory Probab. Appl. 27, 1-13 (1982).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0499.60040

Cited in 1 Review
Cited in 3 Documents

MSC:

60G44 Martingales with continuous parameter
60F05 Central limit and other weak theorems
60F10 Large deviations

Keywords:

central limit theorem; canonical representation; rate of convergence

Citations:

Zbl 0489.60052
Cite Review PDF
Full Text: DOI