Central limit theorems for sums of Wick products of stationary sequences
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- by Florin Avram and Robert Fox PDF
- Trans. Amer. Math. Soc. 330 (1992), 651-663 Request permission
Abstract:
We show, by the method of cumulants, that checking whether the central limit theorem for sums of Wick powers of a stationary sequence holds can be reduced to the study of an associated graph problem (see Corollary 1). We obtain thus central limit theorems under various integrability conditions on the cumulant spectral functions (Theorems 2, 3).References
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Additional Information
- © Copyright 1992 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 330 (1992), 651-663
- MSC: Primary 60F05; Secondary 60C05, 60G10
- DOI: https://doi.org/10.1090/S0002-9947-1992-1034656-X
- MathSciNet review: 1034656