Berry-Esseen Bounds for Self-Normalized Martingales

Fan, XQ; Shao, QM

Fan, XQ (reprint author), Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China.

COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2018; 6 (1): 13

Abstract

A Berry-Esseen bound is obtained for self-normalized martingales under the assumption of finite moments. The bound coincides with the classical Berry-......

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