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Specification of the estimate of the convergence rate in the central limit theorem for semimartingales. (Russian) Zbl 0633.60037
The author announced, without proof, some results on the convergence rate of semimartingales in the CLT which generalize the results of R. S. Liptser and A. N. Shiryaev [Teor. Veroyatn. Primen. 27, 3–14 (1982; Zbl 0489.60052)] and E. Bolthausen [Ann. Probab. 10, 672–688 (1982; Zbl 0494.60020)].
MSC:
60F05 Central limit and other weak theorems
60G48 Generalizations of martingales
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