Roueff, F.; Taqqu, M.S. - In: Stochastic Processes and their Applications 119 (2009) 9, pp. 3006-3041
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then establish central limit theorems for arrays of squares of such...