An estimate of the convergence rate in the central limit theorem for two-parameter martingale differences |
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Authors: | T. L. Koval' |
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Affiliation: | (1) Kiev University, USSR |
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Abstract: | 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.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 8, pp. 1138–1141, August, 1992. |
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