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Lower bound for the rate of convergence in the CLT in a Hilbert space

✍ Scribed by M. Bloznelis


Publisher
Springer
Year
1990
Tongue
English
Weight
442 KB
Volume
29
Category
Article
ISSN
0363-1672

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Rates of convergence in the functional C
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We obtain optimal rates of convergence in the Skorokhod embedding framework in the functional CLT for continuous time martingales. 0 Acadtmie des ScicncesElsevier, Paris Vitesses de convergence duns le TCL fonctionnel pour martingales RCsumC. Des vitesses de convergence optimales dans le cadre de la