ON THE RATE OF CONVERGENCE IN SOME MEAN MARTINGALE CENTRAL LIMIT THEOREMS
Corresponding Author(s) : Le Van Dung
UED Journal of Social Sciences, Humanities and Education,
Vol. 9 No. 5 (2019): UED JOURNAL OF SOCIAL SCIENCES, HUMANITIES AND EDUCATION
Let be a sequence of martingale differences with respect to -fields , where the variance of may be finite or infinite. The aim of this article is to establish the rate of convergence in the mean central limit theorems for the sum by uniting the method of Bolthausen , Haeusler  and the result of Röllin .
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