Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

, 70:191

CLT and other limit theorems for functionals of Gaussian processes


  • L. Giraitis
    • Institute of Mathematics and Cybernetics
  • D. Surgailis
    • Institute of Mathematics and Cybernetics

DOI: 10.1007/BF02451428

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


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.

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© Springer-Verlag 1985