Abstract
The paper gives estimates of the rate of convergence in the central limit theorems for stochastically continuous cadlag processes proved recently by Bézandry and Fernique (Ann. Inst H. Poincare,28) and Bloznelis and Paulauskas (to appear inStoch. Proc. Appl.).
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Additional information
Research supported by the SFB 343 at Bielefeld, by a Grant from the Lithuanian Government, and by V.P. Grant 94.
Vilnius University, Naugarduko 24; Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 37, No. 3, pp. 280–294, July–September, 1997.
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Bloznelis, M. On the rate of normal approximation inD[0, 1]. Lith Math J 37, 207–218 (1997). https://doi.org/10.1007/BF02465351
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DOI: https://doi.org/10.1007/BF02465351