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CLT and other limit theorems for functionals of Gaussian processes

Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (1985) 70(2) 191-212
DOI: 10.1007/BF02451428
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Abstract

Conditions for the CLT for non-linear functionals of stationary Gaussian sequences are discussed, with special references to the borderline between the CLT and the non-CLT. Examples of the non-CLT for such functionals with the norming factor {Mathematical expression} are given. © 1985 Springer-Verlag.

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Giraitis, L., & Surgailis, D. (1985). CLT and other limit theorems for functionals of Gaussian processes. Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete, 70(2), 191–212. https://doi.org/10.1007/BF02451428

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