Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

, 70:191

CLT and other limit theorems for functionals of Gaussian processes

  • L. Giraitis
  • D. Surgailis
Article

DOI: 10.1007/BF02451428

Cite this article as:
Giraitis, L. & Surgailis, D. Z. Wahrscheinlichkeitstheorie verw Gebiete (1985) 70: 191. doi:10.1007/BF02451428

Summary

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.

Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • L. Giraitis
    • 1
  • D. Surgailis
    • 1
  1. 1.Institute of Mathematics and CyberneticsVilniusUSSR