Central Limit Theorems and Quadratic Variations in Terms of Spectral Density
Central Limit Theorems and Quadratic Variations in Terms of Spectral Density
We give a new proof and provide new bounds for the speed of convergence in the Central Limit Theorem of Breuer Major on stationary Gaussian time series, which generalizes to particular triangular arrays. Our assumptions are given in terms of the spectral density of the time series. We then consider …