A general moment bound for a product of Gaussian vector's functionals and a central limit theorem for subordinated Gaussian triangular arrays

Details A general moment bound for a product of Gaussian vector's functionals and a central limit theorem for subordinated Gaussian triangular arrays A general moment bound for a product of Gaussian vector's functionals and a central limit theorem for subordinated Gaussian triangular arrays

2011-04-25

arxiv.org/abs/1104.4732v1

Mathematics

Statistics Theory

Scientific paper

A general moment bound for a product of Gaussian vector's functions extending
the moment bound in Taqqu (1977, Lemma 4.5) is established. A very general
central limit theorem for triangular arrays of nonlinear functionals of
multidimensional Gaussian sequences generalizing the results of Arcones (1994)
is deduced. The stationarity of the Gaussian vector sequences is not required.

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