CLT and other limit theorems for functionals of Gaussian processes

Purchase on

$39.95 / €34.95 / £29.95*

Rent the article at a discount

Rent now

* Final gross prices may vary according to local VAT.

Get Access


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.