Central Limit Theorems for Sums of Wick Products of Stationary Sequences
Open Access
- 1 April 1992
- journal article
- Published by JSTOR in Transactions of the American Mathematical Society
- Vol. 330 (2) , 651-663
- https://doi.org/10.2307/2153927
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).Keywords
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