Abstract
In this paper we shall give a brief review of recent results on both the central limit theorems and the non-central limit theorems for non-linear functions of a stationary Gaussian process.
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Sun, TC., Ho, HC. (1986). On Central and Non-Central Limit Theorems for Non-Linear Functions of a Stationary Gaussian Process. In: Eberlein, E., Taqqu, M.S. (eds) Dependence in Probability and Statistics. Progress in Probability and Statistics, vol 11. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4615-8162-8_1
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DOI: https://doi.org/10.1007/978-1-4615-8162-8_1
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