Title: Moment bounds and central limit theorems for non stationary Gaussian subordinated arrays
Authors: Jean Marc Bardet - University Paris Pantheon-Sorbonne (France) [presenting]
Abstract: A general moment bound for sums of products of Gaussian vector's functions extending a previous moment bound is established. A general central limit theorem for triangular arrays of nonlinear functionals of multidimensional non-stationary Gaussian sequences is proved. This theorem extends the previous results. A Berry-Esseen-type bound in the above-mentioned central limit theorem is derived. Two applications of the above results are discussed. The first one refers to the asymptotic behavior of a roughness statistics for continuous-time Gaussian processes and the second one is a central limit theorem satisfied by long memory locally stationary process.