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On the rate of approximation in the central limit theorem for dependent random variables and random vectors. (English) Zbl 0452.60027

60F05 Central limit and other weak theorems
60G42 Martingales with discrete parameter
62E20 Asymptotic distribution theory in statistics
Full Text: DOI
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[4] Cramér, H., ()
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[7] Esseen, C.G., Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law, Acta math., 77, 1-125, (1945) · Zbl 0060.28705
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