Nourdin, Ivan; Peccati, Giovanni; Podolskij, Mark - School of Economics and Management, University of Aarhus - 2010
=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It is known that, under …-Major, Giraitis-Surgailis and Arcones, concerning the normal approximation of partial sums associated with Gaussian-subordinated time-series. …