Rates of convergence in the central limit theorem for linear statistics of martingale differences
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- Volný, Dalibor, 1993. "Approximating martingales and the central limit theorem for strictly stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 44(1), pages 41-74, January.
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Keywords
Minimal distances Ideal distances Gaussian approximation Martingales Linear processes Long range dependence;Statistics
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