CLT and other limit theorems for functionals of Gaussian processes

Springer Science and Business Media LLC - Tập 70 - Trang 191-212 - 1985
L. Giraitis1, D. Surgailis1
1Institute of Mathematics and Cybernetics, Vilnius, USSR

Tóm tắt

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 $$\sqrt N $$ are given.

Tài liệu tham khảo

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