Berry-Esseen Bounds for Self-Normalized Martingales  

作　　者：Xiequan Fan Qi-Man Shao 

机构地区：[1]Center for Applied Mathematics,Tianjin University,Tianjin 300072,China [2]Department of Statistics,Chinese University of Hong Kong,Shatin,NT,Hong Kong

出　　处：《Communications in Mathematics and Statistics》2018年第1期13-27,共15页数学与统计通讯（英文）

摘　　要：A Berry–Esseen bound is obtained for self-normalized martingales under the assumption of finite moments.The bound coincides with the classical Berry–Esseenboundforstandardizedmartingales.Anexampleisgiventoshowtheoptimality of the bound.Applications to Student’s statistic and autoregressive process are also discussed.

关 键 词：Self-normalized process Berry-Esseen bounds MARTINGALES Student’s statistic Autoregressive process 

分 类 号：O17[理学—数学]