Bardet, Jean-Marc; Surgailis, Donatas - In: Journal of Multivariate Analysis 114 (2013) C, pp. 457-473
A general moment bound for sums of products of Gaussian vector’s functions extending the moment bound in Taqqu (1977, Lemma 4.5) [28] is established. A general central limit theorem for triangular arrays of nonlinear functionals of multidimensional non-stationary Gaussian sequences is proved....