Estimation of the convergence rate in central limiting theorem for two-parametric martingale-differences

We present an estimate of the rate of convergence to the normal law of the least squares estimator of the regression coefficient for a random field which is a two-parameter martingale difference sequence.

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Bibliographic Details
Date:1992
Main Authors: Koval , T. L., Коваль , Т. Л.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1992
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/8049
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal